+94.7%
COF vs GPC
+0.2%
+94.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | +0.4% | -6.3% | +6.7% | +2.5% |
| 3M | -12.5% | -8.2% | -4.4% | -10.1% |
| 6M | +8.3% | +27.1% | -18.8% | -1.6% |
| YTD | -18.6% | +3.1% | -21.7% | -21.4% |
| 1Y | -8.6% | +0.1% | -8.7% | -10.8% |
| 3Y | +94.7% | +0.2% | +94.4% | +82.2% |
| All | +94.7% | +0.2% | +94.5% | +82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling