+20.0%
GE vs COF
+0.3%
+19.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -1.6% | +1.8% | -3.4% | -2.2% |
| 30D | -11.6% | -0.6% | -11.0% | -11.4% |
| 3M | +3.0% | +20.3% | -17.3% | -3.1% |
| 6M | -0.5% | +13.0% | -13.5% | -5.5% |
| YTD | +9.7% | -8.3% | +18.1% | +6.5% |
| 1Y | +20.0% | -1.5% | +21.5% | +13.5% |
| All | +20.0% | +0.3% | +19.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 1y: compounded portfolio wealth divided by compounded COF 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…
1y analysis · Full analysis span regression · 6 months rolling