+5,555.9%
COF vs GFI
+527.7%
+5,028.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | +14.8% | +25.6% | -10.8% | +13.3% |
| 6M | +15.3% | -8.3% | +23.6% | +15.4% |
| YTD | -13.0% | +6.3% | -19.4% | -13.9% |
| 1Y | -5.7% | +22.1% | -27.8% | -7.5% |
| 3Y | +118.1% | +289.2% | -171.1% | +99.1% |
| 5Y | +46.2% | +531.7% | -485.4% | +28.3% |
| 10Y | +246.1% | +1,043.8% | -797.7% | +181.9% |
| All | +5,555.9% | +527.7% | +5,028.2% | +4,733.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling