-5.6%
COST vs GIS
-24.1%
+18.5%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.2% | -6.4% | +5.2% | -0.4% |
| 30D | -4.7% | -6.1% | +1.4% | -3.9% |
| 3M | -7.1% | +7.8% | -15.0% | -7.4% |
| 6M | -8.5% | -8.8% | +0.3% | -8.3% |
| YTD | +5.4% | -19.1% | +24.5% | +5.2% |
| 1Y | -5.6% | -24.8% | +19.1% | -6.5% |
| All | -5.6% | -24.1% | +18.5% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling