-34.6%
GIS vs URA
+121.0%
-155.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.7% | -1.3% |
| 7D | -8.3% | +8.1% | -16.4% | -7.6% |
| 30D | +2.2% | +5.8% | -3.6% | +2.8% |
| 3M | +15.7% | +3.4% | +12.3% | +16.6% |
| 6M | -12.0% | -2.6% | -9.3% | -11.4% |
| YTD | -15.0% | +11.2% | -26.1% | -13.2% |
| 1Y | -20.1% | +19.8% | -40.0% | -17.7% |
| 3Y | -34.6% | +121.5% | -156.1% | -31.3% |
| All | -34.6% | +121.0% | -155.6% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling