-16.8%
GIS vs URI
+1,196.9%
-1,213.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.6% |
| 7D | -8.6% | +5.0% | -13.6% | -8.7% |
| 30D | -0.5% | -9.4% | +8.9% | -0.2% |
| 3M | +11.9% | -5.8% | +17.7% | +12.0% |
| 6M | -11.6% | +25.8% | -37.4% | -12.4% |
| YTD | -16.3% | +27.9% | -44.2% | -17.2% |
| 1Y | -21.8% | +9.7% | -31.5% | -22.2% |
| 3Y | -35.7% | +128.0% | -163.6% | -37.9% |
| 5Y | -22.9% | +212.4% | -235.3% | -27.1% |
| 10Y | -16.8% | +1,271.8% | -1,288.6% | -25.9% |
| All | -16.8% | +1,196.9% | -1,213.7% | -25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling