+346.1%
COP vs GD
+190.3%
+155.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | +0.2% |
| 7D | +3.0% | -5.3% | +8.3% | +7.1% |
| 30D | +17.5% | -6.4% | +23.9% | +23.1% |
| 3M | +13.4% | +5.7% | +7.7% | +7.5% |
| 6M | +17.7% | -0.9% | +18.7% | +16.4% |
| YTD | +46.6% | +8.2% | +38.4% | +34.7% |
| 1Y | +44.6% | +13.4% | +31.2% | +27.5% |
| 3Y | +20.7% | +68.5% | -47.8% | -25.5% |
| 5Y | +185.0% | +97.2% | +87.9% | +53.0% |
| All | +346.1% | +190.3% | +155.8% | +76.1% |
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