-32.2%
GIS vs COO
-40.8%
+8.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.2% |
| 7D | +0.4% | +4.3% | -3.9% | -0.3% |
| 30D | +10.1% | +17.6% | -7.5% | +7.2% |
| 3M | -3.7% | -13.9% | +10.2% | -1.7% |
| 6M | +4.3% | +6.6% | -2.3% | +3.3% |
| YTD | -19.8% | -22.0% | +2.2% | -17.5% |
| 1Y | -20.5% | -8.8% | -11.7% | -19.8% |
| 3Y | -38.3% | -21.5% | -16.9% | -37.4% |
| 5Y | -32.2% | -41.0% | +8.8% | -27.3% |
| All | -32.2% | -40.8% | +8.6% | -27.3% |
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