+7.3%
COF vs GLXY
+2.7%
+4.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.4% |
| 7D | -6.1% | -8.9% | +2.9% | -5.3% |
| 30D | -5.2% | +19.9% | -25.0% | -6.8% |
| 3M | +17.0% | -20.0% | +37.0% | +18.6% |
| 6M | +12.9% | +10.5% | +2.4% | +9.6% |
| YTD | -13.5% | +7.9% | -21.5% | -17.1% |
| 1Y | -5.9% | -7.5% | +1.6% | -9.0% |
| All | +7.3% | +2.7% | +4.6% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling