+837.6%
GLW vs COP
+338.9%
+498.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.6% | +7.0% | +7.4% |
| 7D | +14.0% | -0.8% | +14.9% | +14.3% |
| 30D | +0.4% | +15.6% | -15.2% | -3.9% |
| 3M | -11.3% | +14.3% | -25.7% | -15.3% |
| 6M | +35.1% | +17.0% | +18.1% | +26.7% |
| YTD | +90.5% | +47.4% | +43.1% | +65.5% |
| 1Y | +132.0% | +52.4% | +79.6% | +98.9% |
| 3Y | +463.3% | +20.8% | +442.5% | +409.0% |
| 5Y | +382.5% | +191.7% | +190.8% | +209.1% |
| 10Y | +837.6% | +325.1% | +512.6% | +418.0% |
| All | +837.6% | +338.9% | +498.8% | +418.0% |
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