+508.6%
GFI vs COO
+5,381.5%
-4,872.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -8.7% | +0.5% | -9.2% | -8.7% |
| 30D | +0.6% | +14.2% | -13.6% | -0.2% |
| 3M | -7.5% | -18.2% | +10.7% | -6.5% |
| 6M | -18.3% | +5.3% | -23.7% | -18.7% |
| YTD | -13.8% | -23.6% | +9.8% | -12.6% |
| 1Y | -8.8% | -12.7% | +3.8% | -8.3% |
| 3Y | +215.8% | -24.2% | +240.0% | +219.3% |
| 5Y | +301.2% | -40.0% | +341.2% | +309.6% |
| 10Y | +1,284.4% | +41.6% | +1,242.8% | +1,251.7% |
| All | +508.6% | +5,381.5% | -4,872.9% | +360.9% |
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 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