+3,093.2%
GLW vs COO
+5,356.1%
-2,262.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -31.5% |
| 6M | -41.3% | +2.0% | -43.4% | -41.9% |
| YTD | +21.8% | -23.9% | +45.8% | +24.3% |
| 1Y | +21.8% | -9.6% | +31.5% | +22.2% |
| 3Y | +307.7% | -25.4% | +333.1% | +313.7% |
| 5Y | +213.7% | -41.2% | +254.9% | +224.6% |
| 10Y | +509.3% | +42.1% | +467.2% | +488.6% |
| All | +3,093.2% | +5,356.1% | -2,262.9% | +2,588.2% |
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