+39.4%
GM vs COF
-4.4%
+43.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.8% | +5.1% |
| 7D | +12.1% | +0.7% | +11.4% | +11.7% |
| 30D | +15.2% | +5.7% | +9.5% | +12.2% |
| 3M | +4.9% | -6.7% | +11.6% | +7.9% |
| 6M | +22.6% | +9.5% | +13.1% | +16.3% |
| YTD | +14.4% | -13.9% | +28.3% | +18.6% |
| 1Y | +39.4% | -5.1% | +44.5% | +34.5% |
| All | +39.4% | -4.4% | +43.9% | +34.5% |
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