-9.7%
COF vs GD
+8.1%
-17.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.8% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | -1.7% | +10.9% | -12.6% | -4.7% |
| 3M | -10.2% | -6.8% | -3.5% | -8.6% |
| 6M | +4.2% | +7.0% | -2.8% | +2.0% |
| YTD | -18.2% | +11.1% | -29.4% | -21.6% |
| 1Y | -9.7% | +7.0% | -16.8% | -11.3% |
| All | -9.7% | +8.1% | -17.9% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling