-36.9%
GIS vs URI
+138.8%
-175.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.6% |
| 7D | +3.6% | -9.8% | +13.3% | +3.4% |
| 30D | +13.9% | +1.7% | +12.1% | +13.8% |
| 3M | +0.3% | -9.1% | +9.4% | +0.1% |
| 6M | +5.0% | +9.9% | -4.9% | +4.8% |
| YTD | -18.4% | +31.2% | -49.6% | -18.6% |
| 1Y | -17.4% | +25.9% | -43.4% | -17.8% |
| 3Y | -36.9% | +147.4% | -184.3% | -36.6% |
| All | -36.9% | +138.8% | -175.7% | -36.6% |
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 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