+118.1%
COF vs GFI
+287.6%
-169.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +0.6% |
| 7D | -5.1% | -4.9% | -0.3% | -4.9% |
| 30D | -6.0% | +10.7% | -16.8% | -6.4% |
| 3M | +14.8% | +25.6% | -10.8% | +13.6% |
| 6M | +15.3% | -8.3% | +23.6% | +14.8% |
| YTD | -13.0% | +6.3% | -19.4% | -13.7% |
| 1Y | -5.7% | +22.1% | -27.8% | -6.9% |
| 3Y | +118.1% | +289.2% | -171.1% | +94.6% |
| All | +118.1% | +287.6% | -169.5% | +94.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling