+4,542.6%
GLW vs COP
+4,537.2%
+5.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.1% | +6.8% | +6.0% |
| 7D | +3.8% | +3.0% | +0.8% | +2.7% |
| 30D | -1.3% | +17.5% | -18.8% | -6.5% |
| 3M | -21.8% | +13.4% | -35.2% | -25.5% |
| 6M | +6.9% | +17.7% | -10.8% | -0.7% |
| YTD | +77.2% | +46.6% | +30.6% | +52.5% |
| 1Y | +123.2% | +44.6% | +78.6% | +92.3% |
| 3Y | +400.0% | +20.7% | +379.3% | +347.8% |
| 5Y | +342.8% | +185.0% | +157.8% | +183.7% |
| 10Y | +771.4% | +347.0% | +424.4% | +333.7% |
| All | +4,542.6% | +4,537.2% | +5.4% | +1,298.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling