+233.0%
GM vs COO
+17.5%
+215.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -14.7% | +17.5% | +8.9% |
| 7D | -1.1% | -23.3% | +22.3% | +9.7% |
| 30D | -3.4% | -29.5% | +26.1% | +11.0% |
| 3M | +8.7% | -20.0% | +28.7% | +17.8% |
| 6M | +15.4% | -27.2% | +42.6% | +30.1% |
| YTD | +6.6% | -33.9% | +40.5% | +25.2% |
| 1Y | +51.5% | -19.9% | +71.4% | +62.5% |
| 3Y | +169.3% | -38.1% | +207.4% | +210.8% |
| 5Y | +81.6% | -52.0% | +133.5% | +131.7% |
| All | +233.0% | +17.5% | +215.5% | +230.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling