+45.4%
COF vs GAP
+3.0%
+42.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.2% |
| 7D | -6.1% | -6.3% | +0.2% | -4.5% |
| 30D | -5.2% | -0.2% | -4.9% | -5.5% |
| 3M | +17.0% | 0.0% | +17.0% | +16.3% |
| 6M | +12.9% | -8.1% | +21.0% | +13.9% |
| YTD | -13.5% | -16.5% | +2.9% | -10.7% |
| 1Y | -5.9% | -10.5% | +4.6% | -5.0% |
| 3Y | +117.1% | +104.0% | +13.2% | +58.5% |
| 5Y | +45.4% | +6.8% | +38.6% | +12.6% |
| All | +45.4% | +3.0% | +42.4% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling