+100.1%
COF vs GGLL
+194.0%
-93.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -6.2% | +5.1% | -11.3% | -7.1% |
| 30D | -1.7% | -35.5% | +33.8% | +5.5% |
| 3M | -10.2% | -39.2% | +28.9% | -2.8% |
| 6M | +4.2% | -54.4% | +58.5% | +18.0% |
| YTD | -18.2% | -29.8% | +11.6% | -16.4% |
| 1Y | -9.7% | -20.4% | +10.7% | -10.6% |
| 3Y | +95.0% | +149.7% | -54.7% | +35.7% |
| All | +100.1% | +194.0% | -93.9% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling