+7.1%
GAP vs COO
-41.6%
+48.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.1% |
| 7D | -3.8% | +4.7% | -8.5% | -6.1% |
| 30D | -9.0% | +13.9% | -22.9% | -15.5% |
| 3M | +5.5% | -14.9% | +20.4% | +15.0% |
| 6M | -11.1% | +2.0% | -13.1% | -13.8% |
| YTD | -13.6% | -23.9% | +10.4% | +0.7% |
| 1Y | -2.9% | -9.6% | +6.8% | +2.1% |
| 3Y | +69.6% | -25.4% | +95.0% | +90.0% |
| All | +7.1% | -41.6% | +48.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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