+208.1%
COF vs GD
+185.2%
+22.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -3.5% |
| 7D | -5.8% | -3.0% | -2.7% | -3.5% |
| 30D | -0.3% | +9.3% | -9.6% | -7.5% |
| 3M | -8.5% | -7.2% | -1.3% | -3.1% |
| 6M | +5.6% | +5.5% | +0.2% | -0.1% |
| YTD | -17.1% | +9.5% | -26.6% | -25.1% |
| 1Y | -7.4% | +6.4% | -13.8% | -14.3% |
| 3Y | +99.1% | +59.8% | +39.2% | +25.3% |
| 5Y | +39.5% | +98.0% | -58.5% | -31.4% |
| 10Y | +208.1% | +177.4% | +30.7% | +7.5% |
| All | +208.1% | +185.2% | +22.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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