+307.7%
GLW vs COP
+23.8%
+283.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.6% |
| 7D | -13.9% | -11.5% | -2.4% | -13.5% |
| 30D | -35.0% | +5.0% | -39.9% | -35.2% |
| 3M | -32.4% | +17.5% | -49.8% | -33.2% |
| 6M | -41.3% | +16.2% | -57.6% | -41.9% |
| YTD | +21.8% | +48.8% | -26.9% | +11.4% |
| 1Y | +21.8% | +64.1% | -42.2% | +8.1% |
| 3Y | +307.7% | +25.7% | +282.0% | +266.7% |
| All | +307.7% | +23.8% | +283.9% | +266.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling