+17.7%
GFS vs COO
-7.7%
+25.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +5.9% | -11.8% | -5.3% |
| 7D | -12.5% | +8.4% | -20.9% | -11.7% |
| 30D | -16.9% | +13.5% | -30.4% | -15.9% |
| 3M | -22.3% | -13.8% | -8.5% | -22.1% |
| 6M | -40.2% | +4.7% | -44.9% | -41.8% |
| YTD | +16.0% | -21.4% | +37.4% | +31.9% |
| 1Y | +17.7% | -6.7% | +24.4% | +23.8% |
| All | +17.7% | -7.7% | +25.3% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling