+139.3%
GS vs COF
+40.9%
+98.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.2% |
| 7D | -3.2% | -1.5% | -1.8% | -2.5% |
| 30D | -2.4% | +3.0% | -5.5% | -4.0% |
| 3M | -15.7% | -7.9% | -7.8% | -12.0% |
| 6M | -6.8% | +5.2% | -12.0% | -9.8% |
| YTD | -0.1% | -15.7% | +15.7% | +8.3% |
| 1Y | +12.1% | -5.5% | +17.6% | +14.1% |
| 3Y | +185.8% | +100.5% | +85.2% | +98.8% |
| All | +139.3% | +40.9% | +98.5% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling