+1,010.9%
GFI vs COO
+17.0%
+993.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.2% |
| 7D | -4.9% | -22.5% | +17.7% | +0.3% |
| 30D | +10.7% | -29.7% | +40.5% | +19.2% |
| 3M | +25.6% | -20.1% | +45.8% | +31.4% |
| 6M | -8.3% | -26.9% | +18.6% | -2.2% |
| YTD | +6.3% | -34.2% | +40.5% | +15.8% |
| 1Y | +22.1% | -21.3% | +43.3% | +28.1% |
| 3Y | +289.2% | -38.7% | +327.9% | +323.4% |
| 5Y | +531.7% | -52.2% | +583.9% | +588.2% |
| All | +1,010.9% | +17.0% | +993.9% | +1,102.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling