+388.9%
COP vs GM
+238.5%
+150.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.4% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | +17.5% | -1.4% | +18.9% | +18.0% |
| 3M | +13.4% | +5.9% | +7.5% | +9.8% |
| 6M | +17.7% | +12.4% | +5.3% | +9.9% |
| YTD | +46.6% | +8.6% | +38.0% | +38.1% |
| 1Y | +44.6% | +52.6% | -8.0% | +16.8% |
| 3Y | +20.7% | +169.7% | -149.0% | -27.4% |
| 5Y | +185.0% | +87.5% | +97.5% | +90.3% |
| 10Y | +347.0% | +233.0% | +114.0% | +111.6% |
| All | +388.9% | +238.5% | +150.5% | +100.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling