+362.7%
GLW vs COO
-23.7%
+386.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.4% | +7.5% |
| 7D | +1.4% | -2.3% | +3.7% | +1.6% |
| 30D | -18.2% | +13.3% | -31.5% | -19.2% |
| 3M | -24.2% | -18.1% | -6.1% | -22.3% |
| 6M | -41.7% | +6.7% | -48.4% | -43.3% |
| YTD | +38.3% | -23.2% | +61.5% | +44.7% |
| 1Y | +38.2% | -12.3% | +50.5% | +41.0% |
| All | +362.7% | -23.7% | +386.4% | +359.5% |
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