+1,346.3%
GIS vs COO
+5,406.0%
-4,059.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -4.6% | -2.3% | -2.3% | -4.5% |
| 30D | +6.6% | +13.3% | -6.7% | +6.2% |
| 3M | -8.1% | -18.1% | +10.0% | -7.5% |
| 6M | +4.9% | +6.7% | -1.8% | +4.7% |
| YTD | -21.4% | -23.2% | +1.9% | -20.7% |
| 1Y | -21.6% | -12.3% | -9.3% | -21.3% |
| 3Y | -39.3% | -23.6% | -15.7% | -38.9% |
| 5Y | -33.2% | -38.7% | +5.5% | -32.5% |
| 10Y | -17.3% | +42.2% | -59.5% | -18.4% |
| All | +1,346.3% | +5,406.0% | -4,059.7% | +1,261.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling