+27.7%
GLW vs EFX
-8.7%
+36.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.3% |
| 7D | -11.1% | +0.3% | -11.4% | -10.8% |
| 30D | -28.4% | +29.1% | -57.6% | -17.7% |
| 3M | -28.8% | +4.3% | -33.1% | -26.0% |
| 6M | -39.8% | +7.7% | -47.5% | -34.1% |
| YTD | +28.7% | -12.5% | +41.2% | +35.5% |
| 1Y | +27.7% | -8.8% | +36.5% | +33.0% |
| All | +27.7% | -8.7% | +36.4% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling