+349.0%
COF vs GPN
+2,487.0%
-2,138.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -5.1% | -4.6% | -0.6% | -2.9% |
| 30D | -6.0% | -0.3% | -5.8% | -6.2% |
| 3M | +14.8% | +35.4% | -20.6% | -2.7% |
| 6M | +15.3% | +21.7% | -6.3% | +2.6% |
| YTD | -13.0% | +14.9% | -27.9% | -21.2% |
| 1Y | -5.7% | +3.2% | -8.9% | -10.0% |
| 3Y | +118.1% | -27.1% | +145.3% | +141.8% |
| 5Y | +46.2% | -44.4% | +90.6% | +81.4% |
| 10Y | +246.1% | +27.0% | +219.1% | +194.4% |
| All | +349.0% | +2,487.0% | -2,138.0% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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