+185.8%
GS vs COF
+99.3%
+86.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -3.2% | -1.5% | -1.8% | -2.4% |
| 30D | -2.4% | +3.0% | -5.5% | -4.3% |
| 3M | -15.7% | -7.9% | -7.8% | -11.5% |
| 6M | -6.8% | +5.2% | -12.0% | -10.3% |
| YTD | -0.1% | -15.7% | +15.7% | +9.5% |
| 1Y | +12.1% | -5.5% | +17.6% | +14.0% |
| 3Y | +185.8% | +100.5% | +85.2% | +77.1% |
| All | +185.8% | +99.3% | +86.5% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling