+554.2%
GLW vs EFV
+162.4%
+391.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.6% |
| 7D | +15.5% | +0.7% | +14.8% | +14.7% |
| 30D | -19.6% | +2.0% | -21.6% | -21.3% |
| 3M | -28.5% | -1.6% | -26.9% | -27.2% |
| 6M | -39.5% | +5.8% | -45.3% | -43.0% |
| YTD | +37.2% | +15.6% | +21.6% | +19.0% |
| 1Y | +35.4% | +19.0% | +16.5% | +14.0% |
| 3Y | +359.7% | +90.7% | +269.0% | +128.7% |
| 5Y | +244.0% | +92.8% | +151.2% | +67.8% |
| All | +554.2% | +162.4% | +391.8% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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