+627.7%
GEV vs COP
+17.3%
+610.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +3.2% | -0.5% | +3.6% | +3.3% |
| 30D | -4.0% | +11.7% | -15.7% | -6.6% |
| 3M | +3.4% | +17.7% | -14.3% | -0.9% |
| 6M | +14.7% | +18.3% | -3.6% | +8.3% |
| YTD | +45.8% | +49.1% | -3.3% | +24.3% |
| 1Y | +57.4% | +53.3% | +4.1% | +31.6% |
| All | +627.7% | +17.3% | +610.4% | +585.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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