+6.1%
GIS vs URA
-40.4%
+46.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -2.0% |
| 7D | +1.5% | +0.3% | +1.2% | +1.8% |
| 30D | +9.2% | -14.8% | +24.0% | +6.5% |
| 3M | -5.4% | -25.3% | +19.9% | -9.6% |
| All | +6.1% | -40.4% | +46.5% | -1.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling