+240.0%
COF vs GPC
+87.0%
+153.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.3% |
| 7D | -6.1% | -1.8% | -4.3% | -5.0% |
| 30D | -5.2% | +0.1% | -5.2% | -5.3% |
| 3M | +17.0% | +37.4% | -20.4% | -6.5% |
| 6M | +12.9% | +25.4% | -12.5% | -4.6% |
| YTD | -13.5% | +12.2% | -25.7% | -22.9% |
| 1Y | -5.9% | -0.3% | -5.5% | -9.2% |
| 3Y | +117.1% | -1.6% | +118.7% | +98.7% |
| 5Y | +45.4% | +31.0% | +14.4% | +2.6% |
| All | +240.0% | +87.0% | +153.0% | +73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling