+382.5%
GLW vs EFX
-35.1%
+417.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.1% | +10.6% | +8.0% |
| 7D | +14.0% | -7.8% | +21.8% | +15.2% |
| 30D | +0.4% | -5.7% | +6.1% | +0.8% |
| 3M | -11.3% | +2.5% | -13.9% | -13.3% |
| 6M | +35.1% | -16.7% | +51.7% | +38.6% |
| YTD | +90.5% | -20.2% | +110.7% | +96.3% |
| 1Y | +132.0% | -31.4% | +163.4% | +150.4% |
| 3Y | +463.3% | -10.5% | +473.8% | +426.6% |
| 5Y | +382.5% | -35.2% | +417.7% | +388.4% |
| All | +382.5% | -35.1% | +417.6% | +388.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling