+24.9%
COP vs GM
+168.3%
-143.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | 0.0% |
| 7D | +1.0% | -1.1% | +2.0% | +1.1% |
| 30D | +9.6% | -3.4% | +13.0% | +10.0% |
| 3M | +15.0% | +8.7% | +6.4% | +13.4% |
| 6M | +21.8% | +15.4% | +6.3% | +18.0% |
| YTD | +49.6% | +6.6% | +43.0% | +47.2% |
| 1Y | +49.9% | +51.5% | -1.6% | +35.0% |
| All | +24.9% | +168.3% | -143.4% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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