+126.8%
COP vs GFS
-26.8%
+153.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.5% | -3.8% | +1.2% |
| 7D | +0.7% | +6.2% | -5.6% | 0.0% |
| 30D | +0.2% | -11.4% | +11.6% | +1.1% |
| 3M | +10.2% | -15.5% | +25.7% | +11.5% |
| 6M | +20.1% | -42.6% | +62.7% | +25.2% |
| YTD | +50.5% | +23.2% | +27.3% | +39.4% |
| 1Y | +56.8% | +23.6% | +33.2% | +45.0% |
| 3Y | +30.3% | -17.2% | +47.5% | +23.8% |
| 5Y | +126.8% | -23.4% | +150.3% | +115.7% |
| All | +126.8% | -26.8% | +153.6% | +115.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling