+127.9%
COP vs GH
+486.6%
-358.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.0% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +11.7% | -2.6% | +14.4% | +11.9% |
| 3M | +17.7% | +25.1% | -7.4% | +15.5% |
| 6M | +18.3% | +78.5% | -60.2% | +12.7% |
| YTD | +49.1% | +59.4% | -10.3% | +42.9% |
| 1Y | +53.3% | +173.9% | -120.5% | +40.0% |
| 3Y | +22.2% | +382.7% | -360.6% | +3.9% |
| 5Y | +193.3% | +24.4% | +168.9% | +173.7% |
| All | +127.9% | +486.6% | -358.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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