-31.2%
GIS vs AUR
-35.7%
+4.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.3% |
| 7D | -6.4% | +1.4% | -7.8% | -6.4% |
| 30D | -6.1% | -6.4% | +0.3% | -6.2% |
| 3M | +7.8% | +7.7% | +0.1% | +8.1% |
| 6M | -8.8% | +44.5% | -53.3% | -8.1% |
| YTD | -19.1% | +67.4% | -86.6% | -18.3% |
| 1Y | -24.8% | +15.4% | -40.2% | -24.3% |
| 3Y | -37.6% | +94.8% | -132.4% | -35.6% |
| 5Y | -25.4% | -35.1% | +9.7% | -24.4% |
| All | -31.2% | -35.7% | +4.5% | -29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling