+113.0%
COP vs GD
+94.5%
+18.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | -11.5% | -5.0% | -6.6% | -8.9% |
| 30D | +5.0% | +8.9% | -4.0% | 0.0% |
| 3M | +17.5% | -8.0% | +25.5% | +22.9% |
| 6M | +16.2% | +2.9% | +13.3% | +12.9% |
| YTD | +48.8% | +7.1% | +41.7% | +39.6% |
| 1Y | +64.1% | +5.9% | +58.2% | +54.9% |
| 3Y | +25.7% | +53.9% | -28.2% | -13.0% |
| All | +113.0% | +94.5% | +18.5% | +13.7% |
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