+542.4%
GLW vs COO
+40.7%
+501.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.5% | +6.7% | +8.3% |
| 7D | -5.9% | +4.3% | -10.2% | -7.4% |
| 30D | -26.0% | +17.6% | -43.6% | -30.8% |
| 3M | -29.9% | -13.9% | -16.0% | -26.7% |
| 6M | -37.8% | +6.6% | -44.3% | -41.5% |
| YTD | +33.1% | -22.0% | +55.1% | +43.7% |
| 1Y | +36.8% | -8.8% | +45.6% | +37.6% |
| 3Y | +356.1% | -21.5% | +377.6% | +362.6% |
| 5Y | +243.8% | -41.0% | +284.8% | +295.6% |
| 10Y | +542.4% | +40.9% | +501.5% | +426.8% |
| All | +542.4% | +40.7% | +501.7% | +426.8% |
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