+211.6%
GM vs COO
+41.1%
+170.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | +3.6% | +14.2% | -10.6% | -2.0% |
| 3M | -0.2% | -18.2% | +18.0% | +7.5% |
| 6M | +13.9% | +5.3% | +8.6% | +9.1% |
| YTD | +6.5% | -23.6% | +30.0% | +17.4% |
| 1Y | +20.7% | -12.7% | +33.3% | +25.3% |
| 3Y | +229.5% | -24.2% | +253.7% | +247.0% |
| 5Y | +41.5% | -40.0% | +81.5% | +64.1% |
| All | +211.6% | +41.1% | +170.5% | +190.1% |
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