+642.6%
GS vs COF
+255.6%
+387.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.3% |
| 7D | +3.4% | +1.2% | +2.1% | +2.6% |
| 30D | +0.2% | -1.4% | +1.6% | +0.9% |
| 3M | -0.3% | +19.0% | -19.4% | -10.5% |
| 6M | +27.4% | +14.9% | +12.5% | +16.6% |
| YTD | +19.6% | -10.7% | +30.3% | +26.2% |
| 1Y | +42.5% | -1.3% | +43.7% | +41.0% |
| 3Y | +240.4% | +124.3% | +116.1% | +105.0% |
| 5Y | +188.9% | +51.1% | +137.8% | +109.1% |
| 10Y | +642.6% | +252.4% | +390.2% | +177.9% |
| All | +642.6% | +255.6% | +387.0% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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