+74,356.0%
GILD vs COF
+5,555.9%
+68,800.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.9% |
| 7D | -4.8% | -5.1% | +0.3% | -3.8% |
| 30D | +5.8% | -6.0% | +11.8% | +7.1% |
| 3M | +14.9% | +14.8% | +0.1% | +11.5% |
| 6M | -0.4% | +15.3% | -15.7% | -3.6% |
| YTD | +18.5% | -13.0% | +31.6% | +20.9% |
| 1Y | +25.1% | -5.7% | +30.8% | +25.3% |
| 3Y | +105.9% | +118.1% | -12.2% | +69.1% |
| 5Y | +143.0% | +46.2% | +96.8% | +111.3% |
| 10Y | +162.4% | +246.1% | -83.7% | +76.0% |
| All | +74,356.0% | +5,555.9% | +68,800.0% | +19,924.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling