+833.1%
GLW vs IEFA
+145.9%
+687.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.1% |
| 7D | +11.7% | -2.4% | +14.1% | +15.0% |
| 30D | +2.7% | -2.1% | +4.8% | +5.3% |
| 3M | -2.8% | +5.5% | -8.4% | -8.2% |
| 6M | +20.2% | +8.1% | +12.0% | +11.8% |
| YTD | +87.3% | +11.9% | +75.4% | +68.8% |
| 1Y | +119.6% | +18.1% | +101.5% | +86.9% |
| 3Y | +453.7% | +65.5% | +388.2% | +216.6% |
| 5Y | +376.1% | +50.1% | +326.0% | +205.8% |
| All | +833.1% | +145.9% | +687.2% | +257.1% |
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