+40.7%
COF vs GTLB
-50.0%
+90.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.4% | +2.8% | -1.8% |
| 7D | +1.2% | +4.6% | -3.3% | +0.5% |
| 30D | -1.4% | +21.0% | -22.4% | -4.3% |
| 3M | +19.0% | +51.7% | -32.7% | +11.3% |
| 6M | +14.9% | +89.3% | -74.4% | +3.0% |
| YTD | -10.7% | +25.6% | -36.3% | -15.1% |
| 1Y | -1.3% | -1.5% | +0.3% | -3.3% |
| 3Y | +124.3% | -9.9% | +134.2% | +114.1% |
| All | +40.7% | -50.0% | +90.7% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling