+38.6%
GILD vs COF
-7.4%
+46.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -2.2% | -1.5% | -0.8% | -2.1% |
| 30D | +13.6% | +3.0% | +10.6% | +13.4% |
| 3M | +28.3% | -7.9% | +36.2% | +28.8% |
| 6M | +23.9% | +5.2% | +18.7% | +23.9% |
| YTD | +38.4% | -15.7% | +54.1% | +34.8% |
| 1Y | +38.6% | -5.5% | +44.1% | +33.5% |
| All | +38.6% | -7.4% | +46.0% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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