+192.6%
COF vs GD
+180.8%
+11.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.6% |
| 7D | -6.2% | -1.9% | -4.3% | -4.8% |
| 30D | -1.7% | +10.9% | -12.6% | -9.9% |
| 3M | -10.2% | -6.8% | -3.5% | -5.4% |
| 6M | +4.2% | +7.0% | -2.8% | -2.6% |
| YTD | -18.2% | +11.1% | -29.4% | -27.0% |
| 1Y | -9.7% | +7.0% | -16.8% | -16.9% |
| 3Y | +95.0% | +59.9% | +35.1% | +22.9% |
| 5Y | +36.8% | +102.5% | -65.6% | -34.0% |
| 10Y | +192.6% | +174.0% | +18.6% | +5.2% |
| All | +192.6% | +180.8% | +11.8% | +5.2% |
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