+5,625.4%
COF vs GPC
+1,522.9%
+4,102.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -2.1% |
| 7D | -2.7% | -0.6% | -2.0% | -2.2% |
| 30D | -3.4% | +1.3% | -4.7% | -4.4% |
| 3M | +15.4% | +37.1% | -21.7% | -11.9% |
| 6M | +14.4% | +23.2% | -8.8% | -5.6% |
| YTD | -12.0% | +13.1% | -25.1% | -24.1% |
| 1Y | -3.7% | +0.9% | -4.6% | -9.4% |
| 3Y | +121.1% | -0.8% | +121.9% | +95.4% |
| 5Y | +47.8% | +31.1% | +16.7% | 0.0% |
| 10Y | +250.3% | +87.4% | +162.9% | +67.0% |
| All | +5,625.4% | +1,522.9% | +4,102.5% | +439.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling