+502.4%
GFI vs COO
-52.5%
+554.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -4.9% | -22.5% | +17.7% | +3.0% |
| 30D | +10.7% | -29.7% | +40.5% | +23.7% |
| 3M | +25.6% | -20.1% | +45.8% | +34.3% |
| 6M | -8.3% | -26.9% | +18.6% | +1.0% |
| YTD | +6.3% | -34.2% | +40.5% | +21.0% |
| 1Y | +22.1% | -21.3% | +43.3% | +31.0% |
| 3Y | +289.2% | -38.7% | +327.9% | +338.8% |
| All | +502.4% | -52.5% | +554.9% | +516.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling