+526.0%
GLW vs COF
+185.2%
+340.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.6% |
| 7D | +7.7% | -3.4% | +11.1% | +9.3% |
| 30D | -18.8% | +0.4% | -19.2% | -19.0% |
| 3M | -27.7% | -12.5% | -15.2% | -23.5% |
| 6M | -44.4% | +8.3% | -52.7% | -46.8% |
| YTD | +31.3% | -18.6% | +49.9% | +40.9% |
| 1Y | +40.0% | -8.6% | +48.7% | +42.7% |
| 3Y | +339.2% | +94.7% | +244.6% | +206.1% |
| 5Y | +229.2% | +35.3% | +193.8% | +160.6% |
| All | +526.0% | +185.2% | +340.8% | +231.6% |
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