+102.9%
COF vs GGLL
+195.8%
-92.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | -5.8% | +6.3% | -12.1% | -6.9% |
| 30D | -0.3% | -35.1% | +34.8% | +6.9% |
| 3M | -8.5% | -37.7% | +29.2% | -1.4% |
| 6M | +5.6% | -54.1% | +59.7% | +19.6% |
| YTD | -17.1% | -29.4% | +12.3% | -15.3% |
| 1Y | -7.4% | -13.4% | +6.0% | -10.0% |
| 3Y | +99.1% | +158.3% | -59.2% | +37.3% |
| All | +102.9% | +195.8% | -92.9% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling