+685.3%
GFI vs COO
+5,822.5%
-5,137.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +5.7% | -2.3% | +8.0% | +5.8% |
| 30D | +15.6% | -8.8% | +24.4% | +16.2% |
| 3M | +31.5% | +1.3% | +30.2% | +31.4% |
| 6M | -3.7% | -11.6% | +7.9% | -3.1% |
| YTD | +11.2% | -17.4% | +28.6% | +12.4% |
| 1Y | +36.4% | -1.6% | +38.0% | +36.5% |
| 3Y | +313.5% | -22.6% | +336.2% | +317.9% |
| 5Y | +528.0% | -40.3% | +568.4% | +541.1% |
| 10Y | +1,021.4% | +45.2% | +976.2% | +993.8% |
| All | +685.3% | +5,822.5% | -5,137.2% | +492.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling