+175.7%
COF vs GPC
+74.9%
+100.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.7% |
| 30D | +0.4% | -6.3% | +6.7% | +4.3% |
| 3M | -12.5% | -8.2% | -4.4% | -8.1% |
| 6M | +8.3% | +27.1% | -18.8% | -9.8% |
| YTD | -18.6% | +3.1% | -21.7% | -23.8% |
| 1Y | -8.6% | +0.1% | -8.7% | -12.7% |
| 3Y | +94.7% | +0.2% | +94.4% | +74.1% |
| 5Y | +35.3% | +4.9% | +30.5% | +12.6% |
| All | +175.7% | +74.9% | +100.8% | +47.1% |
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