-12.3%
GFS vs COO
-38.1%
+25.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.9% |
| 7D | -3.1% | +4.3% | -7.4% | -4.9% |
| 30D | -16.0% | +17.6% | -33.6% | -21.8% |
| 3M | -24.7% | -13.9% | -10.8% | -20.8% |
| 6M | -45.1% | +6.6% | -51.7% | -49.0% |
| YTD | +16.5% | -22.0% | +38.5% | +27.9% |
| 1Y | +19.3% | -8.8% | +28.1% | +20.1% |
| 3Y | -20.0% | -21.5% | +1.5% | -18.2% |
| 5Y | -32.0% | -41.0% | +9.0% | -16.0% |
| All | -12.3% | -38.1% | +25.8% | +7.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling