+652.8%
COF vs GNRC
+2,082.9%
-1,430.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.3% |
| 7D | -5.1% | -0.2% | -5.0% | -5.1% |
| 30D | -6.0% | -15.7% | +9.7% | -1.3% |
| 3M | +14.8% | -27.3% | +42.2% | +24.7% |
| 6M | +15.3% | -12.1% | +27.4% | +16.7% |
| YTD | -13.0% | +37.1% | -50.2% | -24.1% |
| 1Y | -5.7% | -0.5% | -5.2% | -10.0% |
| 3Y | +118.1% | +61.5% | +56.6% | +72.8% |
| 5Y | +46.2% | -58.6% | +104.8% | +61.8% |
| 10Y | +246.1% | +446.3% | -200.2% | +62.9% |
| All | +652.8% | +2,082.9% | -1,430.1% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling