+60.7%
COP vs GFS
+15.5%
+45.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.8% | -5.5% |
| 7D | -8.1% | -12.5% | +4.4% | -8.9% |
| 30D | +6.7% | -16.9% | +23.6% | +5.5% |
| 3M | +16.9% | -22.3% | +39.1% | +15.3% |
| 6M | +11.2% | -40.2% | +51.4% | +8.8% |
| YTD | +49.5% | +16.0% | +33.5% | +44.4% |
| 1Y | +60.7% | +17.7% | +43.0% | +54.6% |
| All | +60.7% | +15.5% | +45.2% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling