+232.7%
GLW vs EFV
+93.2%
+139.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.7% |
| 7D | +7.7% | +2.5% | +5.2% | +5.1% |
| 30D | -18.8% | +2.9% | -21.8% | -21.3% |
| 3M | -27.7% | -1.4% | -26.3% | -26.6% |
| 6M | -44.4% | +5.5% | -50.0% | -47.3% |
| YTD | +31.3% | +16.1% | +15.2% | +15.2% |
| 1Y | +40.0% | +20.3% | +19.8% | +19.1% |
| 3Y | +339.2% | +90.4% | +248.8% | +145.6% |
| All | +232.7% | +93.2% | +139.5% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling