-5.1%
COF vs GFI
+6.9%
-12.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.3% | -7.5% | -1.9% |
| 7D | +0.7% | +1.4% | -0.7% | +0.5% |
| 30D | +5.7% | +3.0% | +2.8% | +5.3% |
| 3M | -6.7% | +10.2% | -16.9% | -7.9% |
| 6M | +9.5% | -10.1% | +19.5% | +9.3% |
| YTD | -13.9% | -11.4% | -2.5% | -15.1% |
| 1Y | -5.1% | +8.4% | -13.5% | -10.0% |
| All | -5.1% | +6.9% | -12.0% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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