-17.3%
GIS vs COO
+41.1%
-58.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | -3.4% | +0.5% | -3.8% | -3.4% |
| 30D | +6.9% | +14.2% | -7.3% | +4.4% |
| 3M | -10.1% | -18.2% | +8.1% | -7.1% |
| 6M | +5.9% | +5.3% | +0.5% | +4.8% |
| YTD | -21.1% | -23.6% | +2.5% | -17.9% |
| 1Y | -22.5% | -12.7% | -9.8% | -21.1% |
| 3Y | -39.0% | -24.2% | -14.8% | -37.4% |
| 5Y | -33.3% | -40.0% | +6.7% | -29.4% |
| All | -17.3% | +41.1% | -58.3% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling