+147.5%
GE vs COF
+248.6%
-101.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.4% |
| 7D | -4.0% | -5.1% | +1.2% | -1.4% |
| 30D | -11.4% | -6.0% | -5.4% | -8.6% |
| 3M | -2.6% | +14.8% | -17.4% | -9.4% |
| 6M | -0.3% | +15.3% | -15.7% | -7.4% |
| YTD | +5.4% | -13.0% | +18.4% | +11.4% |
| 1Y | +15.5% | -5.7% | +21.2% | +16.4% |
| 3Y | +260.8% | +118.1% | +142.6% | +123.4% |
| 5Y | +421.6% | +46.2% | +375.4% | +285.4% |
| All | +147.5% | +248.6% | -101.2% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling