+4,766.3%
COP vs GIS
+1,368.5%
+3,397.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.0% |
| 7D | +4.4% | -3.4% | +7.8% | +5.3% |
| 30D | 0.0% | +6.9% | -6.9% | -2.1% |
| 3M | +15.0% | -10.1% | +25.1% | +17.7% |
| 6M | +22.0% | +5.9% | +16.1% | +18.8% |
| YTD | +55.3% | -21.1% | +76.4% | +63.4% |
| 1Y | +64.1% | -22.5% | +86.6% | +73.5% |
| 3Y | +34.1% | -39.0% | +73.1% | +49.3% |
| 5Y | +133.4% | -33.3% | +166.7% | +149.9% |
| 10Y | +338.6% | -17.0% | +355.6% | +324.7% |
| All | +4,766.3% | +1,368.5% | +3,397.7% | +2,273.6% |
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