+52.3%
GM vs COF
+0.3%
+52.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +1.7% | +1.8% | -0.1% | +0.9% |
| 30D | -1.6% | -0.6% | -1.0% | -1.4% |
| 3M | +5.7% | +20.3% | -14.6% | -3.8% |
| 6M | +12.2% | +13.0% | -0.9% | +4.8% |
| YTD | +8.4% | -8.3% | +16.7% | +10.2% |
| 1Y | +52.3% | -1.5% | +53.8% | +45.0% |
| All | +52.3% | +0.3% | +52.0% | +45.0% |
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