+118.1%
COF vs GH
+363.0%
-244.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -5.1% | -2.5% | -2.6% | -4.8% |
| 30D | -6.0% | -4.7% | -1.3% | -5.5% |
| 3M | +14.8% | +20.2% | -5.4% | +11.0% |
| 6M | +15.3% | +78.8% | -63.4% | +4.2% |
| YTD | -13.0% | +54.1% | -67.1% | -19.6% |
| 1Y | -5.7% | +177.1% | -182.8% | -21.1% |
| 3Y | +118.1% | +371.6% | -253.5% | +57.2% |
| All | +118.1% | +363.0% | -244.9% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling