-16.8%
GIS vs URA
+369.2%
-386.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.2% | -1.6% |
| 7D | -8.6% | +5.7% | -14.3% | -8.6% |
| 30D | -0.5% | +5.6% | -6.0% | -0.5% |
| 3M | +11.9% | +6.2% | +5.7% | +11.9% |
| 6M | -11.6% | -8.2% | -3.3% | -11.5% |
| YTD | -16.3% | +9.7% | -26.0% | -16.5% |
| 1Y | -21.8% | +17.0% | -38.7% | -22.2% |
| 3Y | -35.7% | +118.5% | -154.1% | -38.1% |
| 5Y | -22.9% | +134.3% | -157.2% | -27.1% |
| 10Y | -16.8% | +377.5% | -394.3% | -32.1% |
| All | -16.8% | +369.2% | -386.1% | -32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling