-18.0%
GIS vs URI
+7.3%
-25.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.4% |
| 7D | -7.8% | -2.0% | -5.9% | -7.9% |
| 30D | +6.6% | -12.9% | +19.5% | +6.4% |
| 3M | +21.0% | -6.7% | +27.7% | +20.8% |
| 6M | -9.1% | +19.0% | -28.1% | -10.4% |
| YTD | -13.6% | +25.5% | -39.2% | -15.1% |
| 1Y | -18.0% | +5.5% | -23.6% | -18.2% |
| All | -18.0% | +7.3% | -25.3% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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