+526.0%
GLW vs KO
+229.0%
+297.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.1% |
| 7D | +7.7% | +3.7% | +4.0% | +6.0% |
| 30D | -18.8% | +8.1% | -27.0% | -21.9% |
| 3M | -27.7% | +14.2% | -41.9% | -32.6% |
| 6M | -44.4% | +25.2% | -69.6% | -51.7% |
| YTD | +31.3% | +44.7% | -13.4% | +4.6% |
| 1Y | +40.0% | +43.4% | -3.3% | +12.0% |
| 3Y | +339.2% | +90.1% | +249.2% | +179.9% |
| 5Y | +229.2% | +103.0% | +126.2% | +96.8% |
| All | +526.0% | +229.0% | +297.0% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO 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 10y: compounded portfolio wealth divided by compounded KO 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…
10y analysis · Full analysis span regression · 6 months rolling