+116.9%
COF vs GRMN
+179.1%
-62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -6.1% | -1.8% | -4.3% | -5.4% |
| 30D | -5.2% | -12.1% | +6.9% | -0.5% |
| 3M | +17.0% | +18.0% | -1.0% | +8.5% |
| 6M | +12.9% | +13.7% | -0.8% | +6.2% |
| YTD | -13.5% | +35.3% | -48.8% | -24.4% |
| 1Y | -5.9% | +17.2% | -23.1% | -13.3% |
| All | +116.9% | +179.1% | -62.2% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling