+121.2%
COP vs GFS
-9.0%
+130.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +3.4% | +17.2% | -13.8% | +1.8% |
| 30D | -0.6% | -8.7% | +8.1% | 0.0% |
| 3M | +10.8% | -19.7% | +30.4% | +12.6% |
| 6M | +19.6% | -40.7% | +60.3% | +24.1% |
| YTD | +52.9% | +22.5% | +30.4% | +42.0% |
| 1Y | +62.2% | +25.2% | +37.0% | +49.9% |
| 3Y | +32.4% | -17.7% | +50.0% | +26.0% |
| 5Y | +129.7% | -23.5% | +153.3% | +115.7% |
| All | +121.2% | -9.0% | +130.2% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling