+292.3%
GFI vs COO
-40.4%
+332.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -8.7% | +0.5% | -9.2% | -8.8% |
| 30D | +0.6% | +14.2% | -13.6% | -3.7% |
| 3M | -7.5% | -18.2% | +10.7% | -1.6% |
| 6M | -18.3% | +5.3% | -23.7% | -20.9% |
| YTD | -13.8% | -23.6% | +9.8% | -6.4% |
| 1Y | -8.8% | -12.7% | +3.8% | -5.4% |
| 3Y | +215.8% | -24.2% | +240.0% | +229.7% |
| All | +292.3% | -40.4% | +332.6% | +303.0% |
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