+1,438.8%
GIS vs UL
+2,587.5%
-1,148.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.1% |
| 7D | -8.6% | -3.2% | -5.4% | -7.7% |
| 30D | -0.5% | -0.6% | +0.1% | -0.3% |
| 3M | +11.9% | +9.4% | +2.5% | +9.2% |
| 6M | -11.6% | -4.1% | -7.5% | -10.6% |
| YTD | -16.3% | -2.0% | -14.3% | -15.9% |
| 1Y | -21.8% | -9.0% | -12.8% | -19.8% |
| 3Y | -35.7% | +21.8% | -57.5% | -39.3% |
| 5Y | -22.9% | +20.6% | -43.5% | -27.9% |
| 10Y | -16.8% | +67.7% | -84.5% | -30.1% |
| All | +1,438.8% | +2,587.5% | -1,148.8% | +400.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling