-17.3%
GIS vs URI
+1,173.3%
-1,190.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.4% |
| 7D | -3.4% | +6.7% | -10.1% | -3.5% |
| 30D | +6.9% | +8.9% | -2.0% | +6.6% |
| 3M | -10.1% | +0.5% | -10.7% | -10.2% |
| 6M | +5.9% | +20.7% | -14.8% | +5.1% |
| YTD | -21.1% | +40.0% | -61.1% | -22.2% |
| 1Y | -22.5% | +34.4% | -56.9% | -23.4% |
| 3Y | -39.0% | +149.5% | -188.5% | -41.3% |
| 5Y | -33.3% | +205.6% | -238.9% | -36.9% |
| All | -17.3% | +1,173.3% | -1,190.6% | -24.6% |
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