+20.8%
COP vs GFS
-20.2%
+41.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.8% | +2.6% | -3.5% | -1.0% |
| 30D | +15.6% | -16.4% | +32.0% | +17.0% |
| 3M | +14.3% | -41.6% | +55.9% | +18.8% |
| 6M | +17.0% | -3.7% | +20.7% | +13.2% |
| YTD | +47.4% | +29.3% | +18.1% | +34.9% |
| 1Y | +52.4% | +37.1% | +15.3% | +37.5% |
| 3Y | +20.8% | -22.1% | +43.0% | +11.9% |
| All | +20.8% | -20.2% | +41.0% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling