+116.9%
COF vs GTLB
-10.3%
+127.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -2.1% |
| 7D | -6.1% | -4.1% | -2.0% | -5.5% |
| 30D | -5.2% | +12.3% | -17.5% | -7.0% |
| 3M | +17.0% | +65.9% | -48.9% | +7.6% |
| 6M | +12.9% | +104.0% | -91.1% | -0.7% |
| YTD | -13.5% | +26.0% | -39.6% | -17.8% |
| 1Y | -5.9% | -3.5% | -2.4% | -7.0% |
| All | +116.9% | -10.3% | +127.2% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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