+12.6%
GFS vs COO
-9.4%
+22.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.0% |
| 7D | -7.8% | +4.7% | -12.5% | -7.3% |
| 30D | -19.7% | +13.9% | -33.6% | -18.9% |
| 3M | -23.1% | -14.9% | -8.2% | -23.2% |
| 6M | -46.4% | +2.0% | -48.4% | -48.2% |
| YTD | +11.0% | -23.9% | +34.9% | +26.0% |
| 1Y | +12.6% | -9.6% | +22.3% | +17.4% |
| All | +12.6% | -9.4% | +22.0% | +17.4% |
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