+240.0%
GM vs COF
+586.5%
-346.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.8% | +4.6% | +3.8% |
| 7D | -1.1% | -6.1% | +5.0% | +2.5% |
| 30D | -3.4% | -5.2% | +1.7% | -0.6% |
| 3M | +8.7% | +17.0% | -8.3% | -1.5% |
| 6M | +15.4% | +12.9% | +2.5% | +6.8% |
| YTD | +6.6% | -13.5% | +20.1% | +13.8% |
| 1Y | +51.5% | -5.9% | +57.4% | +53.6% |
| 3Y | +169.3% | +117.1% | +52.2% | +58.2% |
| 5Y | +81.6% | +45.4% | +36.2% | +32.0% |
| 10Y | +240.7% | +244.1% | -3.4% | +37.1% |
| All | +240.0% | +586.5% | -346.5% | -2.7% |
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