+2,863.6%
GLW vs COF
+5,862.8%
-2,999.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | +1.8% | +1.9% | +3.1% |
| 30D | -1.3% | -0.6% | -0.8% | -1.3% |
| 3M | -21.8% | +20.3% | -42.1% | -26.6% |
| 6M | +6.9% | +13.0% | -6.1% | +2.2% |
| YTD | +77.2% | -8.3% | +85.5% | +80.0% |
| 1Y | +123.2% | -1.5% | +124.7% | +121.0% |
| 3Y | +400.0% | +122.3% | +277.7% | +272.6% |
| 5Y | +342.8% | +52.5% | +290.3% | +263.2% |
| 10Y | +771.4% | +264.9% | +506.5% | +420.7% |
| All | +2,863.6% | +5,862.8% | -2,999.1% | +814.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling