+851.8%
GLW vs EFA
+146.6%
+705.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +0.8% |
| 7D | +7.8% | -1.5% | +9.4% | +9.8% |
| 30D | -0.4% | -1.7% | +1.2% | +1.6% |
| 3M | -5.6% | +3.5% | -9.1% | -8.7% |
| 6M | +26.7% | +9.5% | +17.2% | +16.2% |
| YTD | +91.0% | +12.9% | +78.2% | +70.5% |
| 1Y | +122.4% | +18.2% | +104.2% | +88.9% |
| 3Y | +471.0% | +64.8% | +406.2% | +227.0% |
| 5Y | +385.6% | +53.9% | +331.8% | +201.6% |
| All | +851.8% | +146.6% | +705.3% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling