-5.1%
COF vs GPC
+6.5%
-11.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.6% |
| 7D | +0.7% | +4.1% | -3.4% | -0.3% |
| 30D | +5.7% | +0.1% | +5.6% | +5.5% |
| 3M | -6.7% | -3.9% | -2.8% | -5.9% |
| 6M | +9.5% | +24.4% | -14.9% | +2.8% |
| YTD | -13.9% | +5.7% | -19.6% | -20.1% |
| 1Y | -5.1% | +6.8% | -11.8% | -13.2% |
| All | -5.1% | +6.5% | -11.5% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling