+242.0%
COF vs GDDY
+207.2%
+34.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.1% |
| 7D | -5.1% | -3.2% | -1.9% | -4.2% |
| 30D | -6.0% | +6.8% | -12.8% | -8.9% |
| 3M | +14.8% | +30.5% | -15.6% | +1.6% |
| 6M | +15.3% | +13.3% | +2.0% | +6.5% |
| YTD | -13.0% | -21.0% | +7.9% | -8.2% |
| 1Y | -5.7% | -34.0% | +28.3% | +7.1% |
| 3Y | +118.1% | +33.1% | +85.1% | +78.2% |
| 5Y | +46.2% | +30.3% | +15.9% | +18.3% |
| All | +242.0% | +207.2% | +34.8% | +101.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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