+359.0%
GLW vs IEFA
+66.6%
+292.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | +0.2% |
| 7D | +15.5% | +1.3% | +14.3% | +13.7% |
| 30D | -19.6% | +0.1% | -19.7% | -19.3% |
| 3M | -28.5% | -4.2% | -24.3% | -23.5% |
| 6M | -39.5% | +1.9% | -41.4% | -39.5% |
| YTD | +37.2% | +9.9% | +27.3% | +28.2% |
| 1Y | +35.4% | +11.5% | +23.9% | +25.0% |
| All | +359.0% | +66.6% | +292.4% | +198.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling