+244.0%
GLW vs EFA
+49.9%
+194.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | +15.5% | +1.3% | +14.3% | +14.0% |
| 30D | -19.6% | +0.5% | -20.1% | -19.7% |
| 3M | -28.5% | -4.1% | -24.4% | -24.4% |
| 6M | -39.5% | +2.4% | -42.0% | -39.8% |
| YTD | +37.2% | +10.0% | +27.2% | +28.8% |
| 1Y | +35.4% | +11.4% | +24.0% | +25.8% |
| 3Y | +359.7% | +65.4% | +294.3% | +194.4% |
| 5Y | +244.0% | +49.6% | +194.4% | +141.1% |
| All | +244.0% | +49.9% | +194.1% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling