+5,625.4%
COF vs GIS
+758.7%
+4,866.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -0.8% |
| 7D | -2.7% | -8.6% | +6.0% | +0.8% |
| 30D | -3.4% | -0.5% | -2.9% | -3.4% |
| 3M | +15.4% | +11.9% | +3.5% | +9.6% |
| 6M | +14.4% | -11.6% | +26.0% | +19.1% |
| YTD | -12.0% | -16.3% | +4.3% | -6.9% |
| 1Y | -3.7% | -21.8% | +18.0% | +4.3% |
| 3Y | +121.1% | -35.7% | +156.7% | +152.9% |
| 5Y | +47.8% | -22.9% | +70.7% | +51.5% |
| 10Y | +250.3% | -16.8% | +267.1% | +223.9% |
| All | +5,625.4% | +758.7% | +4,866.7% | +1,835.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling