+64.1%
COP vs GD
+5.1%
+59.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | -11.5% | -5.0% | -6.6% | -10.7% |
| 30D | +5.0% | +8.9% | -4.0% | +3.8% |
| 3M | +17.5% | -8.0% | +25.5% | +18.7% |
| 6M | +16.2% | +2.9% | +13.3% | +15.2% |
| YTD | +48.8% | +7.1% | +41.7% | +43.1% |
| 1Y | +64.1% | +5.9% | +58.2% | +58.2% |
| All | +64.1% | +5.1% | +59.0% | +58.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling