+5,709.6%
COF vs GSK
+878.1%
+4,831.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -1.2% |
| 7D | +1.2% | -4.2% | +5.4% | +3.4% |
| 30D | -1.4% | -7.5% | +6.1% | +2.3% |
| 3M | +19.0% | -3.3% | +22.3% | +20.4% |
| 6M | +14.9% | -9.3% | +24.2% | +19.6% |
| YTD | -10.7% | +1.6% | -12.3% | -12.7% |
| 1Y | -1.3% | +25.5% | -26.8% | -14.0% |
| 3Y | +124.3% | +49.3% | +75.0% | +70.3% |
| 5Y | +51.1% | +46.7% | +4.5% | +12.7% |
| 10Y | +252.4% | +76.8% | +175.6% | +133.3% |
| All | +5,709.6% | +878.1% | +4,831.5% | +2,154.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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