+239.5%
GM vs COO
+410.3%
-170.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | -0.2% | -18.2% | +18.0% | +7.1% |
| 6M | +13.9% | +5.3% | +8.6% | +9.3% |
| YTD | +6.5% | -23.6% | +30.0% | +16.8% |
| 1Y | +20.7% | -12.7% | +33.3% | +25.0% |
| 3Y | +229.5% | -24.2% | +253.7% | +247.5% |
| 5Y | +41.5% | -40.0% | +81.5% | +63.1% |
| 10Y | +204.8% | +41.6% | +163.2% | +146.7% |
| All | +239.5% | +410.3% | -170.7% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling