+24.9%
COP vs GD
+55.3%
-30.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.3% |
| 7D | -9.7% | -3.9% | -5.8% | -8.4% |
| 30D | +4.7% | +8.1% | -3.3% | +2.0% |
| 3M | +18.5% | -6.8% | +25.3% | +21.3% |
| 6M | +11.4% | +3.0% | +8.4% | +9.4% |
| YTD | +47.9% | +7.8% | +40.1% | +41.6% |
| 1Y | +59.3% | +5.8% | +53.5% | +53.8% |
| All | +24.9% | +55.3% | -30.4% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling