-25.2%
GIS vs UL
+18.7%
-43.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.5% |
| 7D | -8.4% | -4.1% | -4.3% | -6.9% |
| 30D | -5.2% | -1.2% | -4.0% | -4.7% |
| 3M | +8.2% | +6.0% | +2.2% | +6.1% |
| 6M | -12.0% | -5.5% | -6.5% | -10.4% |
| YTD | -18.9% | -3.3% | -15.5% | -18.0% |
| 1Y | -23.6% | -9.8% | -13.8% | -21.1% |
| 3Y | -37.6% | +20.1% | -57.8% | -41.0% |
| 5Y | -25.2% | +19.2% | -44.4% | -29.4% |
| All | -25.2% | +18.7% | -43.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling