+294.2%
GFI vs COO
-38.4%
+332.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.7% | +11.8% | +1.0% |
| 7D | -5.1% | -23.3% | +18.2% | +1.5% |
| 30D | +13.4% | -29.5% | +42.9% | +24.1% |
| 3M | +36.2% | -20.0% | +56.2% | +43.9% |
| 6M | -9.8% | -27.2% | +17.4% | -2.2% |
| YTD | +7.7% | -33.9% | +41.6% | +19.6% |
| 1Y | +27.2% | -19.9% | +47.1% | +35.0% |
| All | +294.2% | -38.4% | +332.6% | +324.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling