+833.1%
GLW vs EFX
+41.8%
+791.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.1% | -3.2% |
| 7D | +11.7% | -11.1% | +22.9% | +15.2% |
| 30D | +2.7% | -7.4% | +10.0% | +4.1% |
| 3M | -2.8% | +1.5% | -4.3% | -6.0% |
| 6M | +20.2% | -13.7% | +33.9% | +21.7% |
| YTD | +87.3% | -21.9% | +109.1% | +94.0% |
| 1Y | +119.6% | -30.8% | +150.4% | +137.4% |
| 3Y | +453.7% | -12.4% | +466.0% | +417.6% |
| 5Y | +376.1% | -35.9% | +412.0% | +395.3% |
| All | +833.1% | +41.8% | +791.3% | +546.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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