+318.0%
COP vs GD
+174.9%
+143.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | -0.3% |
| 7D | -6.1% | -1.9% | -4.2% | -4.8% |
| 30D | +1.1% | +10.9% | -9.8% | -6.4% |
| 3M | +10.9% | -6.8% | +17.7% | +16.3% |
| 6M | +20.8% | +7.0% | +13.7% | +12.9% |
| YTD | +48.0% | +11.1% | +36.9% | +33.0% |
| 1Y | +58.5% | +7.0% | +51.5% | +46.5% |
| 3Y | +28.1% | +59.9% | -31.8% | -17.2% |
| 5Y | +120.5% | +102.5% | +18.0% | +15.5% |
| All | +318.0% | +174.9% | +143.1% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling