+154.0%
COF vs GH
+480.1%
-326.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.6% |
| 30D | -1.4% | -4.5% | +3.1% | -0.8% |
| 3M | +19.0% | +28.9% | -9.9% | +13.8% |
| 6M | +14.9% | +76.5% | -61.6% | +3.8% |
| YTD | -10.7% | +57.6% | -68.3% | -17.9% |
| 1Y | -1.3% | +167.5% | -168.8% | -17.3% |
| 3Y | +124.3% | +377.4% | -253.1% | +63.0% |
| 5Y | +51.1% | +23.8% | +27.3% | +23.9% |
| All | +154.0% | +480.1% | -326.1% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling