-11.6%
GIS vs UL
-3.6%
-8.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.6% |
| 7D | -8.6% | -3.2% | -5.4% | -6.8% |
| 30D | -0.5% | -0.6% | +0.1% | -0.1% |
| 3M | +11.9% | +9.4% | +2.5% | +7.6% |
| 6M | -11.6% | -4.1% | -7.5% | -13.3% |
| All | -11.6% | -3.6% | -8.0% | -13.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling