-25.7%
GIS vs UL
+18.7%
-44.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -6.4% | -3.4% | -3.0% | -5.1% |
| 30D | -6.1% | +0.5% | -6.6% | -6.2% |
| 3M | +7.8% | +7.2% | +0.6% | +5.3% |
| 6M | -8.8% | -3.1% | -5.7% | -7.9% |
| YTD | -19.1% | -2.7% | -16.4% | -18.5% |
| 1Y | -24.8% | -10.2% | -14.5% | -22.2% |
| 3Y | -37.6% | +20.3% | -57.8% | -41.0% |
| All | -25.7% | +18.7% | -44.4% | -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