+542.4%
GLW vs COP
+319.0%
+223.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.3% | +10.6% | +9.6% |
| 7D | -5.9% | -8.4% | +2.5% | -3.5% |
| 30D | -26.0% | +0.3% | -26.3% | -26.2% |
| 3M | -29.9% | +15.1% | -45.0% | -33.1% |
| 6M | -37.8% | +19.8% | -57.5% | -41.8% |
| YTD | +33.1% | +46.8% | -13.7% | +15.1% |
| 1Y | +36.8% | +59.7% | -22.9% | +14.9% |
| 3Y | +356.1% | +28.7% | +327.4% | +302.3% |
| 5Y | +243.8% | +110.7% | +133.1% | +145.5% |
| 10Y | +542.4% | +298.3% | +244.1% | +258.6% |
| All | +542.4% | +319.0% | +223.4% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling