+4,492.0%
COP vs GD
+20,186.5%
-15,694.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.4% |
| 7D | +3.0% | -5.3% | +8.3% | +5.2% |
| 30D | +17.5% | -6.4% | +23.9% | +20.6% |
| 3M | +13.4% | +5.7% | +7.7% | +10.3% |
| 6M | +17.7% | -0.9% | +18.7% | +17.1% |
| YTD | +46.6% | +8.2% | +38.4% | +40.6% |
| 1Y | +44.6% | +13.4% | +31.2% | +35.9% |
| 3Y | +20.7% | +68.5% | -47.8% | -4.1% |
| 5Y | +185.0% | +97.2% | +87.9% | +114.3% |
| 10Y | +347.0% | +190.2% | +156.8% | +196.6% |
| All | +4,492.0% | +20,186.5% | -15,694.6% | +1,503.6% |
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