+242.0%
COF vs GAP
+31.2%
+210.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.4% |
| 7D | -5.1% | -4.1% | -1.0% | -3.9% |
| 30D | -6.0% | +6.2% | -12.2% | -8.3% |
| 3M | +14.8% | -0.7% | +15.5% | +14.2% |
| 6M | +15.3% | -7.1% | +22.5% | +16.2% |
| YTD | -13.0% | -14.1% | +1.0% | -10.5% |
| 1Y | -5.7% | -8.5% | +2.8% | -5.6% |
| 3Y | +118.1% | +115.4% | +2.8% | +43.4% |
| 5Y | +46.2% | +9.8% | +36.4% | +13.5% |
| All | +242.0% | +31.2% | +210.8% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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