-16.4%
GIS vs COO
+41.6%
-58.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | +1.5% | +4.5% | -3.0% | +0.7% |
| 30D | +9.2% | +16.9% | -7.7% | +6.2% |
| 3M | -5.4% | -16.7% | +11.3% | -2.6% |
| 6M | +3.4% | +5.9% | -2.5% | +2.3% |
| YTD | -20.5% | -22.4% | +2.0% | -17.4% |
| 1Y | -20.0% | -10.1% | -9.9% | -19.0% |
| 3Y | -38.6% | -22.8% | -15.8% | -37.2% |
| 5Y | -33.1% | -41.4% | +8.3% | -28.8% |
| All | -16.4% | +41.6% | -58.0% | -25.1% |
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