+395.2%
COF vs GRMN
+6,536.9%
-6,141.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.2% | -0.9% |
| 7D | -2.7% | -1.4% | -1.3% | -2.1% |
| 30D | -3.4% | -13.1% | +9.7% | +2.5% |
| 3M | +15.4% | +14.9% | +0.5% | +7.7% |
| 6M | +14.4% | +13.1% | +1.3% | +7.3% |
| YTD | -12.0% | +35.3% | -47.3% | -23.7% |
| 1Y | -3.7% | +16.0% | -19.7% | -11.4% |
| 3Y | +121.1% | +179.6% | -58.5% | +36.6% |
| 5Y | +47.8% | +75.0% | -27.2% | +10.8% |
| 10Y | +250.3% | +644.1% | -393.8% | +50.0% |
| All | +395.2% | +6,536.9% | -6,141.8% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling