-18.0%
GIS vs URA
+17.2%
-35.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.4% |
| 7D | -7.8% | +1.1% | -8.9% | -7.7% |
| 30D | +6.6% | +7.4% | -0.8% | +7.5% |
| 3M | +21.0% | -8.4% | +29.4% | +20.8% |
| 6M | -9.1% | -12.7% | +3.6% | -9.3% |
| YTD | -13.6% | +7.8% | -21.4% | -10.8% |
| 1Y | -18.0% | +19.5% | -37.5% | -13.2% |
| All | -18.0% | +17.2% | -35.3% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling