+51.0%
COF vs GFS
-2.1%
+53.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -1.9% |
| 7D | -2.7% | +4.5% | -7.2% | -3.7% |
| 30D | -3.4% | -8.2% | +4.8% | -1.4% |
| 3M | +15.4% | -38.9% | +54.3% | +28.7% |
| 6M | +14.4% | -2.9% | +17.3% | +9.3% |
| YTD | -12.0% | +31.8% | -43.8% | -24.4% |
| 1Y | -3.7% | +43.1% | -46.9% | -19.9% |
| 3Y | +121.1% | -20.6% | +141.7% | +108.7% |
| All | +51.0% | -2.1% | +53.1% | +36.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling