+320.3%
COP vs GD
+190.6%
+129.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.1% |
| 7D | -11.5% | -5.0% | -6.6% | -8.2% |
| 30D | +5.0% | +8.9% | -4.0% | -1.5% |
| 3M | +17.5% | -8.0% | +25.5% | +24.4% |
| 6M | +16.2% | +2.9% | +13.3% | +12.0% |
| YTD | +48.8% | +7.1% | +41.7% | +37.5% |
| 1Y | +64.1% | +5.9% | +58.2% | +52.7% |
| 3Y | +25.7% | +53.9% | -28.2% | -16.2% |
| 5Y | +114.4% | +95.4% | +19.0% | +15.8% |
| All | +320.3% | +190.6% | +129.7% | +85.4% |
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