+338.5%
COP vs GIS
-19.5%
+358.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -6.4% | +8.7% | +3.3% |
| 30D | +8.6% | -6.1% | +14.7% | +9.6% |
| 3M | +19.9% | +7.8% | +12.0% | +18.0% |
| 6M | +19.0% | -8.8% | +27.8% | +20.4% |
| YTD | +50.0% | -19.1% | +69.1% | +54.8% |
| 1Y | +50.5% | -24.8% | +75.3% | +57.1% |
| 3Y | +25.2% | -37.6% | +62.8% | +33.7% |
| 5Y | +194.3% | -25.4% | +219.7% | +200.9% |
| All | +338.5% | -19.5% | +358.1% | +377.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling