+39.4%
GM vs COO
-7.7%
+47.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +3.5% |
| 7D | +12.1% | +8.4% | +3.6% | +10.4% |
| 30D | +15.2% | +13.5% | +1.7% | +12.4% |
| 3M | +4.9% | -13.8% | +18.6% | +10.7% |
| 6M | +22.6% | +4.7% | +17.9% | +19.2% |
| YTD | +14.4% | -21.4% | +35.8% | +28.0% |
| 1Y | +39.4% | -6.7% | +46.2% | +43.2% |
| All | +39.4% | -7.7% | +47.1% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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