+132.2%
COP vs GM
+40.9%
+91.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | +4.4% | -0.2% | +4.6% | +4.4% |
| 30D | 0.0% | +3.6% | -3.6% | -1.0% |
| 3M | +15.0% | -0.2% | +15.3% | +14.5% |
| 6M | +22.0% | +13.9% | +8.1% | +17.3% |
| YTD | +55.3% | +6.5% | +48.9% | +50.7% |
| 1Y | +64.1% | +20.7% | +43.5% | +54.0% |
| 3Y | +34.1% | +229.5% | -195.4% | -7.7% |
| All | +132.2% | +40.9% | +91.3% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling