+244.0%
GLW vs COPX
+113.6%
+130.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.8% |
| 7D | +15.5% | +1.1% | +14.4% | +15.1% |
| 30D | -19.6% | -15.9% | -3.7% | -12.3% |
| 3M | -28.5% | -19.6% | -8.9% | -20.3% |
| 6M | -39.5% | -21.5% | -18.0% | -31.8% |
| YTD | +37.2% | -0.8% | +38.0% | +41.5% |
| 1Y | +35.4% | +15.2% | +20.3% | +32.5% |
| 3Y | +359.7% | +134.7% | +225.0% | +236.6% |
| 5Y | +244.0% | +111.3% | +132.7% | +155.0% |
| All | +244.0% | +113.6% | +130.4% | +155.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling