-16.8%
GIS vs COO
+36.7%
-53.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.2% | +4.6% | -0.5% |
| 7D | -8.6% | -9.0% | +0.4% | -7.1% |
| 30D | -0.5% | -16.8% | +16.4% | +2.8% |
| 3M | +11.9% | -7.5% | +19.4% | +13.4% |
| 6M | -11.6% | -16.3% | +4.7% | -9.0% |
| YTD | -16.3% | -22.5% | +6.2% | -12.9% |
| 1Y | -21.8% | -7.0% | -14.8% | -21.1% |
| 3Y | -35.7% | -27.5% | -8.2% | -33.4% |
| 5Y | -22.9% | -43.3% | +20.5% | -17.2% |
| 10Y | -16.8% | +37.6% | -54.4% | -27.1% |
| All | -16.8% | +36.7% | -53.5% | -27.1% |
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