+4,492.0%
COP vs GIS
+1,507.8%
+2,984.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.4% |
| 7D | +3.0% | -7.8% | +10.8% | +5.3% |
| 30D | +17.5% | +6.6% | +10.9% | +15.3% |
| 3M | +13.4% | +21.0% | -7.6% | +7.0% |
| 6M | +17.7% | -9.1% | +26.8% | +19.9% |
| YTD | +46.6% | -13.6% | +60.2% | +51.2% |
| 1Y | +44.6% | -18.0% | +62.6% | +51.0% |
| 3Y | +20.7% | -33.7% | +54.4% | +32.1% |
| 5Y | +185.0% | -19.4% | +204.5% | +190.4% |
| 10Y | +347.0% | -21.3% | +368.2% | +344.3% |
| All | +4,492.0% | +1,507.8% | +2,984.1% | +2,096.3% |
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