+307.7%
GLW vs COO
-25.3%
+333.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.8% |
| 7D | -13.9% | +4.7% | -18.7% | -14.3% |
| 30D | -35.0% | +13.9% | -48.9% | -35.9% |
| 3M | -32.4% | -14.9% | -17.4% | -31.1% |
| 6M | -41.3% | +2.0% | -43.4% | -42.5% |
| YTD | +21.8% | -23.9% | +45.8% | +27.7% |
| 1Y | +21.8% | -9.6% | +31.5% | +23.5% |
| 3Y | +307.7% | -25.4% | +333.1% | +303.4% |
| All | +307.7% | -25.3% | +333.0% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling