+4,542.6%
GLW vs COO
+5,988.7%
-1,446.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.5% | +7.2% | +5.8% |
| 7D | +3.8% | -2.2% | +6.0% | +4.0% |
| 30D | -1.3% | -7.0% | +5.7% | -0.7% |
| 3M | -21.8% | +12.2% | -34.0% | -22.9% |
| 6M | +6.9% | -15.1% | +22.0% | +8.3% |
| YTD | +77.2% | -15.1% | +92.2% | +79.4% |
| 1Y | +123.2% | +2.3% | +120.9% | +121.8% |
| 3Y | +400.0% | -23.7% | +423.7% | +407.7% |
| 5Y | +342.8% | -38.9% | +381.7% | +357.7% |
| 10Y | +771.4% | +49.9% | +721.5% | +738.8% |
| All | +4,542.6% | +5,988.7% | -1,446.1% | +3,779.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling