-18.0%
GIS vs AUR
+11.8%
-29.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | +8.7% | -16.6% | -7.6% |
| 30D | +6.6% | -5.2% | +11.8% | +6.6% |
| 3M | +21.0% | -7.3% | +28.3% | +21.1% |
| 6M | -9.1% | +41.2% | -50.3% | -7.8% |
| YTD | -13.6% | +65.1% | -78.7% | -11.7% |
| 1Y | -18.0% | +13.4% | -31.4% | -17.2% |
| All | -18.0% | +11.8% | -29.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling