+3,524.4%
GLW vs EFX
+6,825.8%
-3,301.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.4% |
| 7D | +1.4% | -2.0% | +3.4% | +2.0% |
| 30D | -18.2% | +27.9% | -46.1% | -25.7% |
| 3M | -24.2% | +3.8% | -28.0% | -26.9% |
| 6M | -41.7% | +13.0% | -54.7% | -46.9% |
| YTD | +38.3% | -12.4% | +50.7% | +35.4% |
| 1Y | +38.2% | -10.4% | +48.6% | +34.0% |
| 3Y | +363.4% | +4.4% | +358.9% | +306.9% |
| 5Y | +254.6% | -28.9% | +283.5% | +252.9% |
| 10Y | +562.0% | +81.7% | +480.2% | +338.9% |
| All | +3,524.4% | +6,825.8% | -3,301.4% | +890.7% |
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