-22.8%
GIS vs COO
-39.5%
+16.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.2% | -1.1% |
| 7D | -8.3% | -2.3% | -6.0% | -8.0% |
| 30D | +2.2% | -8.8% | +11.0% | +3.6% |
| 3M | +15.7% | +1.3% | +14.4% | +15.6% |
| 6M | -12.0% | -11.6% | -0.4% | -10.6% |
| YTD | -15.0% | -17.4% | +2.4% | -13.0% |
| 1Y | -20.1% | -1.6% | -18.5% | -20.1% |
| 3Y | -34.6% | -22.6% | -12.0% | -33.5% |
| 5Y | -22.8% | -40.3% | +17.5% | -15.7% |
| All | -22.8% | -39.5% | +16.6% | -15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling