+526.0%
GLW vs IEFA
+148.4%
+377.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.5% |
| 7D | +7.7% | +2.2% | +5.5% | +5.1% |
| 30D | -18.8% | +1.1% | -19.9% | -19.6% |
| 3M | -27.7% | -4.3% | -23.5% | -23.2% |
| 6M | -44.4% | +1.4% | -45.8% | -44.2% |
| YTD | +31.3% | +10.1% | +21.2% | +21.6% |
| 1Y | +40.0% | +12.9% | +27.2% | +26.2% |
| 3Y | +339.2% | +65.8% | +273.5% | +152.2% |
| 5Y | +229.2% | +47.7% | +181.5% | +117.0% |
| All | +526.0% | +148.4% | +377.6% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling