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In Last Writings (Glorfindel), Tolkien muses that Glorfindel must return before the 'Change of the World' '... after which no living embodied creature, 'humane' or of lesser kinds, could return from the Blessed Realm which had been removed from the 'Circles of the World.'
Tolkien then writes that though Manwe could be supposed to have received permission from Eru to make an exception for Glorfindel, he then states that this is improbable and would make Glorfindel of greater power and importance than seems fitting. Thus the Elf returns in the Second Age before the Shadow fell on Numenor, as early as SA 1200 -- but it may have been, perhaps more probably, as late as c. 1600.
According to this text anyway.
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