+526.0%
GLW vs EFX
+80.5%
+445.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.5% |
| 7D | +7.7% | -0.8% | +8.5% | +7.9% |
| 30D | -18.8% | +25.1% | -44.0% | -24.1% |
| 3M | -27.7% | +1.7% | -29.4% | -29.1% |
| 6M | -44.4% | +18.4% | -62.8% | -49.3% |
| YTD | +31.3% | -12.5% | +43.8% | +30.7% |
| 1Y | +40.0% | -8.1% | +48.1% | +36.7% |
| 3Y | +339.2% | +4.8% | +334.5% | +283.8% |
| 5Y | +229.2% | -30.1% | +259.3% | +234.2% |
| All | +526.0% | +80.5% | +445.5% | +292.0% |
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