+478.1%
GLW vs EFA
+64.9%
+413.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +3.0% |
| 7D | +16.9% | -0.5% | +17.3% | +17.5% |
| 30D | +7.0% | -1.3% | +8.3% | +8.9% |
| 3M | -3.0% | +5.2% | -8.2% | -8.3% |
| 6M | +31.0% | +9.4% | +21.6% | +19.7% |
| YTD | +93.4% | +12.7% | +80.7% | +73.3% |
| 1Y | +134.7% | +19.3% | +115.5% | +100.3% |
| All | +478.1% | +64.9% | +413.1% | +267.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling