-2.4%
GFS vs COO
-32.7%
+30.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.2% |
| 7D | +1.0% | -2.2% | +3.2% | +2.0% |
| 30D | -8.6% | -7.0% | -1.6% | -5.8% |
| 3M | -46.5% | +12.2% | -58.8% | -50.6% |
| 6M | -4.8% | -15.1% | +10.3% | +2.0% |
| YTD | +29.7% | -15.1% | +44.7% | +38.9% |
| 1Y | +35.8% | +2.3% | +33.5% | +31.1% |
| 3Y | -18.3% | -23.7% | +5.3% | -12.3% |
| All | -2.4% | -32.7% | +30.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling