+105.9%
GILD vs COF
+116.3%
-10.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -4.8% | -5.1% | +0.3% | -4.2% |
| 30D | +5.8% | -6.0% | +11.8% | +6.5% |
| 3M | +14.9% | +14.8% | +0.1% | +13.2% |
| 6M | -0.4% | +15.3% | -15.7% | -2.0% |
| YTD | +18.5% | -13.0% | +31.6% | +19.8% |
| 1Y | +25.1% | -5.7% | +30.8% | +24.9% |
| 3Y | +105.9% | +118.1% | -12.2% | +90.4% |
| All | +105.9% | +116.3% | -10.4% | +90.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling