+14.4%
COF vs GFS
+0.4%
+14.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.6% |
| 7D | -2.7% | +4.5% | -7.2% | -2.9% |
| 30D | -3.4% | -8.2% | +4.8% | -2.9% |
| 3M | +15.4% | -38.9% | +54.3% | +18.2% |
| 6M | +14.4% | -2.9% | +17.3% | +0.5% |
| All | +14.4% | +0.4% | +14.1% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling