+177.9%
KO vs GIS
-19.3%
+197.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.4% |
| 7D | -1.1% | -8.4% | +7.3% | +2.0% |
| 30D | +1.6% | -5.2% | +6.8% | +3.3% |
| 3M | +5.8% | +8.2% | -2.4% | +2.3% |
| 6M | +14.3% | -12.0% | +26.3% | +18.9% |
| YTD | +27.3% | -18.9% | +46.2% | +35.9% |
| 1Y | +33.2% | -23.6% | +56.8% | +45.1% |
| 3Y | +64.5% | -37.6% | +102.1% | +91.3% |
| 5Y | +83.1% | -25.2% | +108.3% | +99.2% |
| All | +177.9% | -19.3% | +197.2% | +194.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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