+243.8%
GLW vs EFX
-31.8%
+275.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.7% | +9.9% | +9.3% |
| 7D | -5.9% | -2.2% | -3.7% | -5.7% |
| 30D | -26.0% | +29.2% | -55.2% | -28.5% |
| 3M | -29.9% | +3.5% | -33.3% | -30.5% |
| 6M | -37.8% | +7.8% | -45.6% | -39.6% |
| YTD | +33.1% | -12.4% | +45.5% | +35.3% |
| 1Y | +36.8% | -8.2% | +45.1% | +36.8% |
| 3Y | +356.1% | +4.7% | +351.4% | +309.4% |
| 5Y | +243.8% | -32.0% | +275.9% | +246.1% |
| All | +243.8% | -31.8% | +275.6% | +246.1% |
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 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