-30.9%
GIS vs AUR
-36.7%
+5.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -3.1% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | -5.2% | -8.9% | +3.7% | -5.3% |
| 3M | +8.2% | +4.6% | +3.5% | +8.3% |
| 6M | -12.0% | +44.9% | -56.9% | -11.4% |
| YTD | -18.9% | +64.8% | -83.7% | -18.1% |
| 1Y | -23.6% | +16.4% | -40.0% | -23.2% |
| 3Y | -37.6% | +85.1% | -122.7% | -35.7% |
| 5Y | -25.2% | -36.1% | +10.9% | -24.2% |
| All | -30.9% | -36.7% | +5.8% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling