+123.2%
GLW vs COPX
+84.7%
+38.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +6.2% |
| 7D | +3.8% | -4.0% | +7.7% | +6.8% |
| 30D | -1.3% | +4.5% | -5.9% | -4.9% |
| 3M | -21.8% | +0.8% | -22.6% | -22.9% |
| 6M | +6.9% | +3.2% | +3.7% | +2.1% |
| YTD | +77.2% | +26.7% | +50.4% | +51.1% |
| 1Y | +123.2% | +85.7% | +37.6% | +76.2% |
| All | +123.2% | +84.7% | +38.6% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling