+118.1%
COF vs GFS
-19.7%
+137.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | -5.1% | +3.8% | -9.0% | -5.9% |
| 30D | -6.0% | -11.7% | +5.7% | -3.5% |
| 3M | +14.8% | -41.8% | +56.6% | +28.4% |
| 6M | +15.3% | +6.6% | +8.7% | +6.0% |
| YTD | -13.0% | +34.6% | -47.7% | -27.2% |
| 1Y | -5.7% | +46.2% | -51.9% | -23.8% |
| 3Y | +118.1% | -20.3% | +138.5% | +92.2% |
| All | +118.1% | -19.7% | +137.9% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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