-5.1%
COF vs GH
+80.5%
-85.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.5% | -0.6% |
| 7D | +0.7% | -7.7% | +8.4% | +1.8% |
| 30D | +5.7% | -10.0% | +15.7% | +7.2% |
| 3M | -6.7% | +5.5% | -12.2% | -8.2% |
| 6M | +9.5% | +84.9% | -75.4% | -5.6% |
| YTD | -13.9% | +65.0% | -78.9% | -23.0% |
| 1Y | -5.1% | +71.8% | -76.8% | -15.6% |
| All | -5.1% | +80.5% | -85.6% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling