+2,064.0%
GS vs COF
+440.9%
+1,623.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +0.9% | +1.8% | -0.9% | +0.1% |
| 30D | -1.6% | -0.6% | -1.0% | -1.4% |
| 3M | -4.5% | +20.3% | -24.8% | -12.7% |
| 6M | +20.9% | +13.0% | +7.9% | +13.6% |
| YTD | +19.9% | -8.3% | +28.2% | +23.9% |
| 1Y | +41.4% | -1.5% | +42.9% | +40.8% |
| 3Y | +239.2% | +122.3% | +116.9% | +128.6% |
| 5Y | +185.0% | +52.5% | +132.5% | +120.9% |
| 10Y | +655.0% | +264.9% | +390.1% | +276.8% |
| All | +2,064.0% | +440.9% | +1,623.1% | +472.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling