+5,156.8%
COF vs GD
+6,811.0%
-1,654.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.0% |
| 7D | -5.0% | +1.9% | -6.9% | -6.2% |
| 30D | -2.3% | +9.2% | -11.5% | -7.9% |
| 3M | -12.7% | -7.5% | -5.2% | -8.4% |
| 6M | +6.2% | +5.8% | +0.4% | +1.5% |
| YTD | -19.2% | +9.8% | -29.0% | -25.3% |
| 1Y | -11.5% | +5.8% | -17.3% | -16.2% |
| 3Y | +92.8% | +58.0% | +34.8% | +38.2% |
| 5Y | +34.3% | +100.4% | -66.1% | -19.1% |
| 10Y | +183.0% | +167.5% | +15.5% | +45.2% |
| All | +5,156.8% | +6,811.0% | -1,654.2% | +570.8% |
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