+66.4%
GIS vs URA
-49.7%
+116.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.2% |
| 7D | -4.6% | +2.9% | -7.4% | -4.7% |
| 30D | +6.6% | -10.8% | +17.4% | +6.9% |
| 3M | -8.1% | -25.5% | +17.4% | -7.3% |
| 6M | +4.9% | -41.2% | +46.1% | +6.6% |
| YTD | -21.4% | -21.3% | -0.1% | -21.3% |
| 1Y | -21.6% | -25.7% | +4.1% | -21.4% |
| 3Y | -39.3% | +43.1% | -82.4% | -42.2% |
| 5Y | -33.2% | +35.6% | -68.8% | -36.8% |
| 10Y | -17.3% | +281.3% | -298.6% | -32.6% |
| All | +66.4% | -49.7% | +116.1% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling