+13.7%
COF vs GLXY
+12.0%
+1.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +1.8% | +13.4% | -11.6% | +0.7% |
| 30D | -0.6% | +38.1% | -38.7% | -3.5% |
| 3M | +20.3% | -7.3% | +27.6% | +20.1% |
| 6M | +13.0% | +8.2% | +4.8% | +10.0% |
| YTD | -8.3% | +17.8% | -26.1% | -12.7% |
| 1Y | -1.5% | +14.9% | -16.4% | -6.5% |
| All | +13.7% | +12.0% | +1.7% | +6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling