+24.9%
COP vs GFI
+292.6%
-267.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.9% | +3.2% | +0.3% |
| 7D | +1.0% | -5.1% | +6.1% | +0.9% |
| 30D | +9.6% | +13.4% | -3.9% | +9.7% |
| 3M | +15.0% | +36.2% | -21.2% | +15.4% |
| 6M | +21.8% | -9.8% | +31.6% | +22.7% |
| YTD | +49.6% | +7.7% | +41.9% | +49.2% |
| 1Y | +49.9% | +27.2% | +22.7% | +48.0% |
| All | +24.9% | +292.6% | -267.7% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling