+113.1%
COP vs GD
+97.4%
+15.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | +0.2% |
| 7D | -9.7% | -3.9% | -5.8% | -7.6% |
| 30D | +4.7% | +8.1% | -3.3% | +0.2% |
| 3M | +18.5% | -6.8% | +25.3% | +23.0% |
| 6M | +11.4% | +3.0% | +8.4% | +8.2% |
| YTD | +47.9% | +7.8% | +40.1% | +38.3% |
| 1Y | +59.3% | +5.8% | +53.5% | +50.7% |
| 3Y | +23.6% | +55.3% | -31.7% | -15.0% |
| 5Y | +113.1% | +96.7% | +16.4% | +12.3% |
| All | +113.1% | +97.4% | +15.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling