+27.7%
GLW vs COO
-9.3%
+37.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.3% |
| 7D | -11.1% | +4.5% | -15.6% | -10.7% |
| 30D | -28.4% | +16.9% | -45.4% | -27.6% |
| 3M | -28.8% | -16.7% | -12.1% | -28.5% |
| 6M | -39.8% | +5.9% | -45.8% | -42.2% |
| YTD | +28.7% | -22.4% | +51.2% | +45.1% |
| 1Y | +27.7% | -10.1% | +37.8% | +38.8% |
| All | +27.7% | -9.3% | +37.0% | +38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling