+119.6%
GLW vs COPX
+76.0%
+43.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.0% | +3.8% | +1.9% |
| 7D | +11.7% | -2.9% | +14.6% | +14.0% |
| 30D | +2.7% | 0.0% | +2.6% | +2.2% |
| 3M | -2.8% | +14.8% | -17.6% | -12.7% |
| 6M | +20.2% | +7.0% | +13.1% | +12.8% |
| YTD | +87.3% | +23.8% | +63.4% | +62.4% |
| 1Y | +119.6% | +75.7% | +43.9% | +72.9% |
| All | +119.6% | +76.0% | +43.6% | +72.9% |
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