+1,488.6%
GIS vs COO
+5,988.7%
-4,500.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.5% | -1.0% | -2.4% |
| 7D | -7.8% | -2.2% | -5.6% | -7.8% |
| 30D | +6.6% | -7.0% | +13.6% | +6.8% |
| 3M | +21.0% | +12.2% | +8.8% | +20.5% |
| 6M | -9.1% | -15.1% | +6.0% | -8.6% |
| YTD | -13.6% | -15.1% | +1.5% | -13.2% |
| 1Y | -18.0% | +2.3% | -20.4% | -18.1% |
| 3Y | -33.7% | -23.7% | -10.0% | -33.3% |
| 5Y | -19.4% | -38.9% | +19.5% | -18.6% |
| 10Y | -21.3% | +49.9% | -71.2% | -22.5% |
| All | +1,488.6% | +5,988.7% | -4,500.1% | +1,390.8% |
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