+4,518.6%
COP vs GFI
+685.3%
+3,833.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.8% | +5.7% | -6.5% | -1.3% |
| 30D | +15.6% | +15.6% | 0.0% | +14.2% |
| 3M | +14.3% | +31.5% | -17.2% | +11.5% |
| 6M | +17.0% | -3.7% | +20.7% | +16.2% |
| YTD | +47.4% | +11.2% | +36.2% | +44.2% |
| 1Y | +52.4% | +36.4% | +16.0% | +46.0% |
| 3Y | +20.8% | +313.5% | -292.7% | +3.7% |
| 5Y | +191.7% | +528.0% | -336.3% | +137.3% |
| 10Y | +325.1% | +1,021.4% | -696.4% | +207.2% |
| All | +4,518.6% | +685.3% | +3,833.4% | +2,936.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling