+20.8%
COP vs GIS
-33.5%
+54.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.7% |
| 7D | -0.8% | -8.3% | +7.4% | +0.1% |
| 30D | +15.6% | +2.2% | +13.4% | +15.2% |
| 3M | +14.3% | +15.7% | -1.4% | +12.1% |
| 6M | +17.0% | -12.0% | +28.9% | +19.7% |
| YTD | +47.4% | -15.0% | +62.4% | +51.6% |
| 1Y | +52.4% | -20.1% | +72.5% | +57.8% |
| 3Y | +20.8% | -34.6% | +55.4% | +22.7% |
| All | +20.8% | -33.5% | +54.4% | +22.7% |
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