-5.1%
COF vs GRMN
+40.7%
-45.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.5% | -7.7% | -2.9% |
| 7D | +0.7% | +6.1% | -5.4% | -1.0% |
| 30D | +5.7% | +1.3% | +4.5% | +5.2% |
| 3M | -6.7% | -5.6% | -1.1% | -5.2% |
| 6M | +9.5% | +22.2% | -12.7% | +0.5% |
| YTD | -13.9% | +44.3% | -58.2% | -28.5% |
| 1Y | -5.1% | +43.1% | -48.1% | -20.5% |
| All | -5.1% | +40.7% | -45.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 1y: compounded portfolio wealth divided by compounded GRMN 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…
1y analysis · Full analysis span regression · 6 months rolling