+99.4%
COF vs GGLL
+210.8%
-111.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -3.4% | +7.7% | -11.0% | -4.7% |
| 30D | +0.4% | -30.2% | +30.6% | +6.1% |
| 3M | -12.5% | -31.3% | +18.7% | -7.5% |
| 6M | +8.3% | -52.1% | +60.4% | +21.7% |
| YTD | -18.6% | -25.9% | +7.3% | -17.5% |
| 1Y | -8.6% | -8.5% | -0.2% | -12.0% |
| 3Y | +94.7% | +165.5% | -70.9% | +33.8% |
| All | +99.4% | +210.8% | -111.4% | +24.8% |
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