+562.0%
GLW vs COO
+40.2%
+521.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.8% |
| 7D | +1.4% | -2.3% | +3.7% | +2.4% |
| 30D | -18.2% | +13.3% | -31.5% | -22.4% |
| 3M | -24.2% | -18.1% | -6.1% | -19.1% |
| 6M | -41.7% | +6.7% | -48.4% | -45.3% |
| YTD | +38.3% | -23.2% | +61.5% | +50.2% |
| 1Y | +38.2% | -12.3% | +50.5% | +41.2% |
| 3Y | +363.4% | -23.6% | +386.9% | +375.5% |
| 5Y | +254.6% | -38.7% | +293.3% | +298.6% |
| 10Y | +562.0% | +42.2% | +519.8% | +436.9% |
| All | +562.0% | +40.2% | +521.8% | +436.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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