-39.0%
GIS vs URI
+153.1%
-192.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.4% |
| 7D | -3.4% | +6.7% | -10.1% | -3.2% |
| 30D | +6.9% | +8.9% | -2.0% | +7.0% |
| 3M | -10.1% | +0.5% | -10.7% | -10.1% |
| 6M | +5.9% | +20.7% | -14.8% | +5.8% |
| YTD | -21.1% | +40.0% | -61.1% | -21.3% |
| 1Y | -22.5% | +34.4% | -56.9% | -22.7% |
| 3Y | -39.0% | +149.5% | -188.5% | -39.1% |
| All | -39.0% | +153.1% | -192.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling