-33.8%
GIS vs UL
+33.5%
-67.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.9% |
| 7D | -3.4% | +1.1% | -4.5% | -3.8% |
| 30D | +6.9% | +4.5% | +2.4% | +5.2% |
| 3M | -10.1% | +6.5% | -16.6% | -12.2% |
| 6M | +5.9% | +18.2% | -12.3% | -0.3% |
| YTD | -21.1% | +4.7% | -25.8% | -22.6% |
| 1Y | -22.5% | +0.8% | -23.3% | -23.1% |
| 3Y | -39.0% | +35.9% | -74.9% | -44.6% |
| All | -33.8% | +33.5% | -67.4% | -41.1% |
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