+37.0%
COF vs GTLB
-50.1%
+87.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | -5.1% | -5.7% | +0.6% | -4.3% |
| 30D | -6.0% | +15.1% | -21.2% | -8.1% |
| 3M | +14.8% | +65.5% | -50.6% | +6.0% |
| 6M | +15.3% | +102.9% | -87.6% | +2.3% |
| YTD | -13.0% | +25.2% | -38.3% | -17.3% |
| 1Y | -5.7% | -5.5% | -0.2% | -7.0% |
| 3Y | +118.1% | -10.9% | +129.0% | +108.5% |
| All | +37.0% | -50.1% | +87.2% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling