+116.4%
COP vs GFS
-2.1%
+118.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.0% | +3.2% | -2.2% | +0.7% |
| 30D | +9.6% | -9.6% | +19.1% | +10.6% |
| 3M | +15.0% | -38.5% | +53.5% | +20.1% |
| 6M | +21.8% | -1.3% | +23.0% | +18.3% |
| YTD | +49.6% | +31.8% | +17.8% | +38.5% |
| 1Y | +49.9% | +44.6% | +5.3% | +36.4% |
| 3Y | +22.6% | -20.6% | +43.2% | +17.9% |
| All | +116.4% | -2.1% | +118.5% | +95.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling