+1.1%
GPC vs COO
-25.3%
+26.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +1.6% | +4.7% | -3.1% | +0.3% |
| 30D | -2.1% | +13.9% | -16.0% | -5.6% |
| 3M | -6.8% | -14.9% | +8.1% | -2.8% |
| 6M | +18.6% | +2.0% | +16.6% | +17.5% |
| YTD | +2.7% | -23.9% | +26.6% | +9.9% |
| 1Y | +1.8% | -9.6% | +11.4% | +4.4% |
| 3Y | +1.1% | -25.4% | +26.5% | +2.2% |
| All | +1.1% | -25.3% | +26.4% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling