+394.5%
GLW vs IEFA
+51.0%
+343.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.7% |
| 7D | +16.9% | -0.5% | +17.3% | +17.4% |
| 30D | +7.0% | -1.1% | +8.1% | +8.3% |
| 3M | -3.0% | +5.1% | -8.0% | -7.5% |
| 6M | +31.0% | +9.3% | +21.7% | +21.2% |
| YTD | +93.4% | +13.0% | +80.5% | +74.7% |
| 1Y | +134.7% | +19.2% | +115.6% | +102.3% |
| 3Y | +471.8% | +67.0% | +404.8% | +258.7% |
| 5Y | +394.5% | +51.1% | +343.4% | +233.5% |
| All | +394.5% | +51.0% | +343.5% | +233.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling