+68.5%
COST vs GFI
+287.6%
-219.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.3% |
| 7D | -1.2% | -4.9% | +3.7% | -1.2% |
| 30D | -4.7% | +10.7% | -15.4% | -4.7% |
| 3M | -7.1% | +25.6% | -32.7% | -7.0% |
| 6M | -8.5% | -8.3% | -0.3% | -8.3% |
| YTD | +5.4% | +6.3% | -0.9% | +5.5% |
| 1Y | -5.6% | +22.1% | -27.7% | -5.9% |
| 3Y | +68.5% | +289.2% | -220.7% | +62.7% |
| All | +68.5% | +287.6% | -219.2% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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