+740.1%
GLW vs COPX
+118.6%
+621.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -3.1% |
| 7D | +7.7% | -2.8% | +10.6% | +9.4% |
| 30D | -18.8% | -14.3% | -4.5% | -12.4% |
| 3M | -27.7% | -19.0% | -8.7% | -19.8% |
| 6M | -44.4% | -24.4% | -20.0% | -36.1% |
| YTD | +31.3% | -3.2% | +34.5% | +35.1% |
| 1Y | +40.0% | +15.2% | +24.9% | +33.4% |
| 3Y | +339.2% | +127.6% | +211.6% | +195.6% |
| 5Y | +229.2% | +106.0% | +123.2% | +122.6% |
| 10Y | +528.4% | +313.7% | +214.7% | +182.0% |
| All | +740.1% | +118.6% | +621.5% | +363.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling