+4,583.6%
COP vs GD
+20,595.6%
-16,012.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.6% | -2.6% | -4.1% |
| 7D | -8.1% | +3.0% | -11.1% | -9.2% |
| 30D | +6.7% | +10.5% | -3.9% | +2.4% |
| 3M | +16.9% | -5.0% | +21.8% | +19.1% |
| 6M | +11.2% | +5.5% | +5.7% | +8.1% |
| YTD | +49.5% | +10.3% | +39.2% | +42.2% |
| 1Y | +60.7% | +8.2% | +52.5% | +54.0% |
| 3Y | +24.9% | +59.0% | -34.1% | +1.6% |
| 5Y | +121.7% | +104.3% | +17.4% | +64.3% |
| 10Y | +333.8% | +202.4% | +131.3% | +183.4% |
| All | +4,583.6% | +20,595.6% | -16,012.0% | +1,521.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling