+118.1%
COF vs GIS
-37.5%
+155.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | -6.4% | +1.2% | -4.9% |
| 30D | -6.0% | -6.1% | +0.1% | -5.8% |
| 3M | +14.8% | +7.8% | +7.0% | +14.9% |
| 6M | +15.3% | -8.8% | +24.1% | +15.1% |
| YTD | -13.0% | -19.1% | +6.1% | -13.6% |
| 1Y | -5.7% | -24.8% | +19.0% | -6.4% |
| 3Y | +118.1% | -37.6% | +155.7% | +116.7% |
| All | +118.1% | -37.5% | +155.6% | +116.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling