+42.5%
GS vs COF
-2.2%
+44.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.4% | +1.1% |
| 7D | +3.4% | +1.2% | +2.1% | +2.7% |
| 30D | +0.2% | -1.4% | +1.6% | +0.8% |
| 3M | -0.3% | +19.0% | -19.4% | -9.4% |
| 6M | +27.4% | +14.9% | +12.5% | +17.5% |
| YTD | +19.6% | -10.7% | +30.3% | +22.3% |
| 1Y | +42.5% | -1.3% | +43.7% | +41.1% |
| All | +42.5% | -2.2% | +44.6% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling