+266.1%
GE vs COF
+95.3%
+170.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +2.7% | -3.4% | +6.0% | +4.0% |
| 30D | +8.1% | +0.4% | +7.7% | +7.9% |
| 3M | -7.9% | -12.5% | +4.7% | -3.2% |
| 6M | +12.9% | +8.3% | +4.6% | +9.6% |
| YTD | +8.2% | -18.6% | +26.7% | +14.9% |
| 1Y | +9.7% | -8.6% | +18.3% | +11.6% |
| 3Y | +266.1% | +94.7% | +171.4% | +203.6% |
| All | +266.1% | +95.3% | +170.8% | +203.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling