+43.1%
COF vs GH
+20.8%
+22.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | +14.8% | +20.2% | -5.4% | +10.7% |
| 6M | +15.3% | +78.8% | -63.4% | +3.4% |
| YTD | -13.0% | +54.1% | -67.1% | -20.1% |
| 1Y | -5.7% | +177.1% | -182.8% | -22.3% |
| 3Y | +118.1% | +371.6% | -253.5% | +55.7% |
| All | +43.1% | +20.8% | +22.3% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling