+383.2%
GIS vs URI
+7,462.1%
-7,078.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | +3.6% | -9.8% | +13.3% | +4.0% |
| 30D | +13.9% | +1.7% | +12.1% | +13.8% |
| 3M | +0.3% | -9.1% | +9.4% | +0.7% |
| 6M | +5.0% | +9.9% | -4.9% | +4.2% |
| YTD | -18.4% | +31.2% | -49.6% | -19.8% |
| 1Y | -17.4% | +25.9% | -43.4% | -18.8% |
| 3Y | -36.9% | +147.4% | -184.3% | -40.4% |
| 5Y | -30.4% | +179.7% | -210.1% | -35.2% |
| 10Y | -13.6% | +1,419.5% | -1,433.2% | -28.3% |
| All | +383.2% | +7,462.1% | -7,078.8% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling