-7.8%
GFS vs COO
-39.8%
+32.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | +17.2% | -2.1% | +19.3% | +18.1% |
| 30D | -8.7% | +13.9% | -22.7% | -14.0% |
| 3M | -19.7% | -18.9% | -0.7% | -13.1% |
| 6M | -40.7% | +3.7% | -44.4% | -44.3% |
| YTD | +22.5% | -24.1% | +46.7% | +36.0% |
| 1Y | +25.2% | -14.2% | +39.4% | +29.7% |
| 3Y | -17.7% | -24.5% | +6.8% | -14.4% |
| 5Y | -23.5% | -40.4% | +16.9% | -5.5% |
| All | -7.8% | -39.8% | +32.0% | +13.9% |
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 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