+46.0%
GFI vs COO
+4.1%
+41.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.0% |
| 7D | +3.1% | -2.2% | +5.4% | +4.1% |
| 30D | +27.1% | -7.0% | +34.1% | +30.8% |
| 3M | +21.2% | +12.2% | +9.0% | +13.9% |
| 6M | -4.5% | -15.1% | +10.6% | +4.7% |
| YTD | +11.7% | -15.1% | +26.8% | +22.6% |
| 1Y | +46.0% | +2.3% | +43.7% | +46.2% |
| All | +46.0% | +4.1% | +41.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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