-5.1%
COF vs GIS
-17.8%
+12.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -1.5% |
| 7D | +0.7% | +8.5% | -7.8% | +0.2% |
| 30D | +5.7% | +15.3% | -9.6% | +4.6% |
| 3M | -6.7% | +0.9% | -7.6% | -6.8% |
| 6M | +9.5% | +7.9% | +1.5% | +9.1% |
| YTD | -13.9% | -17.6% | +3.7% | -16.0% |
| 1Y | -5.1% | -17.4% | +12.3% | -7.4% |
| All | -5.1% | -17.8% | +12.7% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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