+1,102.1%
GLW vs EFV
+258.8%
+843.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.1% | +5.8% | +5.8% |
| 7D | +3.8% | +1.5% | +2.3% | +2.3% |
| 30D | -1.3% | +1.7% | -3.1% | -2.9% |
| 3M | -21.8% | +8.6% | -30.4% | -27.5% |
| 6M | +6.9% | +11.7% | -4.8% | -2.5% |
| YTD | +77.2% | +19.3% | +57.9% | +52.7% |
| 1Y | +123.2% | +30.2% | +93.0% | +77.7% |
| 3Y | +400.0% | +91.6% | +308.4% | +176.0% |
| 5Y | +342.8% | +96.4% | +246.4% | +138.4% |
| 10Y | +771.4% | +166.5% | +604.9% | +265.0% |
| All | +1,102.1% | +258.8% | +843.3% | +296.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling