+478.1%
GLW vs COF
+119.0%
+359.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +3.0% | +2.0% |
| 7D | +16.9% | -2.7% | +19.5% | +17.8% |
| 30D | +7.0% | -3.4% | +10.3% | +8.0% |
| 3M | -3.0% | +15.4% | -18.4% | -8.0% |
| 6M | +31.0% | +14.4% | +16.6% | +24.2% |
| YTD | +93.4% | -12.0% | +105.4% | +98.7% |
| 1Y | +134.7% | -3.7% | +138.5% | +132.9% |
| All | +478.1% | +119.0% | +359.1% | +368.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling