-5.7%
COF vs GH
+176.0%
-181.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -5.1% | -2.5% | -2.6% | -4.9% |
| 30D | -6.0% | -4.7% | -1.3% | -5.6% |
| 3M | +14.8% | +20.2% | -5.4% | +11.8% |
| 6M | +15.3% | +78.8% | -63.4% | +6.3% |
| YTD | -13.0% | +54.1% | -67.1% | -18.1% |
| 1Y | -5.7% | +177.1% | -182.8% | -8.3% |
| All | -5.7% | +176.0% | -181.7% | -8.3% |
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