+833.1%
GLW vs COF
+246.6%
+586.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.4% |
| 7D | +11.7% | -6.1% | +17.8% | +14.7% |
| 30D | +2.7% | -5.2% | +7.8% | +4.8% |
| 3M | -2.8% | +17.0% | -19.8% | -9.9% |
| 6M | +20.2% | +12.9% | +7.2% | +12.8% |
| YTD | +87.3% | -13.5% | +100.8% | +95.8% |
| 1Y | +119.6% | -5.9% | +125.5% | +120.1% |
| 3Y | +453.7% | +117.1% | +336.6% | +266.4% |
| 5Y | +376.1% | +45.4% | +330.7% | +264.3% |
| All | +833.1% | +246.6% | +586.4% | +361.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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