+43.1%
COF vs GNRC
-58.7%
+101.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.2% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | -6.0% | -15.7% | +9.7% | -2.0% |
| 3M | +14.8% | -27.3% | +42.2% | +23.4% |
| 6M | +15.3% | -12.1% | +27.4% | +16.4% |
| YTD | -13.0% | +37.1% | -50.2% | -23.2% |
| 1Y | -5.7% | -0.5% | -5.2% | -9.6% |
| 3Y | +118.1% | +61.5% | +56.6% | +76.6% |
| All | +43.1% | -58.7% | +101.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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