+421.2%
GLW vs EFX
-10.5%
+431.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.1% | +5.5% |
| 7D | +3.8% | -8.6% | +12.4% | +3.6% |
| 30D | -1.3% | +0.1% | -1.5% | -1.4% |
| 3M | -21.8% | +3.8% | -25.6% | -22.1% |
| 6M | +6.9% | -13.5% | +20.4% | +9.5% |
| YTD | +77.2% | -17.7% | +94.8% | +82.3% |
| 1Y | +123.2% | -25.6% | +148.8% | +134.9% |
| All | +421.2% | -10.5% | +431.8% | +400.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling