+338.5%
COP vs GFI
+1,066.8%
-728.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | +2.3% | -4.9% | +7.2% | +2.4% |
| 30D | +8.6% | +10.7% | -2.1% | +8.4% |
| 3M | +19.9% | +25.6% | -5.8% | +19.2% |
| 6M | +19.0% | -8.3% | +27.3% | +19.1% |
| YTD | +50.0% | +6.3% | +43.7% | +49.1% |
| 1Y | +50.5% | +22.1% | +28.4% | +48.7% |
| 3Y | +25.2% | +289.2% | -264.0% | +18.0% |
| 5Y | +194.3% | +531.7% | -337.4% | +174.1% |
| All | +338.5% | +1,066.8% | -728.3% | +353.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling