+342.1%
GLW vs COO
-38.8%
+380.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +6.1% |
| 7D | +3.8% | -2.2% | +6.0% | +4.4% |
| 30D | -1.3% | -7.0% | +5.7% | +0.4% |
| 3M | -21.8% | +12.2% | -34.0% | -25.3% |
| 6M | +6.9% | -15.1% | +22.0% | +11.8% |
| YTD | +77.2% | -15.1% | +92.2% | +85.1% |
| 1Y | +123.2% | +2.3% | +120.9% | +119.0% |
| 3Y | +400.0% | -23.7% | +423.7% | +421.4% |
| All | +342.1% | -38.8% | +380.9% | +372.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling