+867.9%
GLW vs EFV
+162.1%
+705.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.5% |
| 7D | +16.9% | -0.5% | +17.4% | +17.4% |
| 30D | +7.0% | 0.0% | +7.0% | +6.8% |
| 3M | -3.0% | +8.4% | -11.4% | -11.4% |
| 6M | +31.0% | +12.3% | +18.6% | +16.2% |
| YTD | +93.4% | +17.4% | +76.0% | +64.8% |
| 1Y | +134.7% | +27.1% | +107.6% | +84.0% |
| 3Y | +471.8% | +90.7% | +381.1% | +184.8% |
| 5Y | +394.5% | +95.6% | +298.8% | +137.9% |
| 10Y | +867.9% | +165.3% | +702.6% | +256.8% |
| All | +867.9% | +162.1% | +705.8% | +256.8% |
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