+5,709.6%
COF vs GAP
+668.5%
+5,041.1%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.5% |
| 7D | +1.2% | +1.7% | -0.5% | +0.6% |
| 30D | -1.4% | +9.3% | -10.7% | -5.1% |
| 3M | +19.0% | +6.1% | +12.9% | +15.6% |
| 6M | +14.9% | -2.3% | +17.2% | +13.6% |
| YTD | -10.7% | -10.6% | -0.1% | -9.2% |
| 1Y | -1.3% | -4.4% | +3.2% | -2.8% |
| 3Y | +124.3% | +118.3% | +6.0% | +42.8% |
| 5Y | +51.1% | +12.2% | +38.9% | +13.5% |
| 10Y | +252.4% | +33.7% | +218.6% | +101.7% |
| All | +5,709.6% | +668.5% | +5,041.1% | +1,841.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling