+4,542.6%
GLW vs EFX
+6,408.3%
-1,865.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.1% | +7.9% |
| 7D | +3.8% | -8.6% | +12.4% | +6.9% |
| 30D | -1.3% | +0.1% | -1.5% | -2.1% |
| 3M | -21.8% | +3.8% | -25.6% | -25.2% |
| 6M | +6.9% | -13.5% | +20.4% | +8.0% |
| YTD | +77.2% | -17.7% | +94.8% | +79.9% |
| 1Y | +123.2% | -25.6% | +148.8% | +134.3% |
| 3Y | +400.0% | -12.1% | +412.1% | +374.7% |
| 5Y | +342.8% | -33.8% | +376.6% | +357.9% |
| 10Y | +771.4% | +45.1% | +726.2% | +536.5% |
| All | +4,542.6% | +6,408.3% | -1,865.7% | +1,217.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling