+1,702.2%
GLW vs IEFA
+217.0%
+1,485.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.5% |
| 7D | +3.8% | +0.6% | +3.2% | +3.1% |
| 30D | -1.3% | +1.0% | -2.4% | -2.4% |
| 3M | -21.8% | +4.7% | -26.5% | -24.9% |
| 6M | +6.9% | +8.6% | -1.7% | -0.2% |
| YTD | +77.2% | +14.8% | +62.3% | +56.4% |
| 1Y | +123.2% | +22.6% | +100.6% | +84.5% |
| 3Y | +400.0% | +67.0% | +333.0% | +194.9% |
| 5Y | +342.8% | +52.3% | +290.5% | +188.0% |
| 10Y | +771.4% | +147.3% | +624.0% | +249.5% |
| All | +1,702.2% | +217.0% | +1,485.2% | +482.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling