+422.4%
GE vs COF
+44.1%
+378.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.3% |
| 7D | -2.8% | -6.1% | +3.3% | -0.3% |
| 30D | -11.9% | -5.2% | -6.8% | -10.1% |
| 3M | +1.8% | +17.0% | -15.2% | -4.5% |
| 6M | -0.6% | +12.9% | -13.5% | -5.3% |
| YTD | +5.5% | -13.5% | +19.1% | +10.5% |
| 1Y | +15.0% | -5.9% | +20.8% | +15.8% |
| 3Y | +269.5% | +117.1% | +152.4% | +155.2% |
| 5Y | +422.4% | +45.4% | +377.0% | +322.6% |
| All | +422.4% | +44.1% | +378.3% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling