-34.7%
GFS vs COO
-41.6%
+6.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.9% |
| 7D | -7.8% | +4.7% | -12.5% | -9.8% |
| 30D | -19.7% | +13.9% | -33.6% | -24.3% |
| 3M | -23.1% | -14.9% | -8.2% | -18.8% |
| 6M | -46.4% | +2.0% | -48.4% | -49.2% |
| YTD | +11.0% | -23.9% | +34.9% | +23.1% |
| 1Y | +12.6% | -9.6% | +22.3% | +13.4% |
| 3Y | -24.9% | -25.4% | +0.5% | -21.2% |
| All | -34.7% | -41.6% | +6.9% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling