+22.0%
COP vs GIS
+4.9%
+17.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.7% |
| 7D | +4.4% | -3.4% | +7.8% | +4.3% |
| 30D | 0.0% | +6.9% | -6.9% | -0.2% |
| 3M | +15.0% | -10.1% | +25.1% | +14.5% |
| 6M | +22.0% | +5.9% | +16.1% | +22.8% |
| All | +22.0% | +4.9% | +17.1% | +22.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling