+5,381.3%
COF vs GD
+6,639.5%
-1,258.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.5% |
| 7D | -1.5% | -5.0% | +3.5% | +1.8% |
| 30D | +3.0% | +8.9% | -5.9% | -2.7% |
| 3M | -7.9% | -8.0% | +0.1% | -3.0% |
| 6M | +5.2% | +2.9% | +2.3% | +2.5% |
| YTD | -15.7% | +7.1% | -22.8% | -20.8% |
| 1Y | -5.5% | +5.9% | -11.4% | -10.6% |
| 3Y | +100.5% | +53.9% | +46.7% | +46.3% |
| 5Y | +42.3% | +95.4% | -53.1% | -12.8% |
| 10Y | +228.7% | +193.5% | +35.2% | +60.1% |
| All | +5,381.3% | +6,639.5% | -1,258.2% | +611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling