+370.8%
GIS vs URI
+7,815.7%
-7,444.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +1.5% | -6.0% | +7.5% | +1.8% |
| 30D | +9.2% | +4.6% | +4.6% | +8.9% |
| 3M | -5.4% | -2.7% | -2.7% | -5.3% |
| 6M | +3.4% | +18.4% | -14.9% | +2.3% |
| YTD | -20.5% | +37.4% | -57.8% | -22.0% |
| 1Y | -20.0% | +30.4% | -50.3% | -21.4% |
| 3Y | -38.6% | +147.9% | -186.5% | -42.0% |
| 5Y | -33.1% | +202.1% | -235.2% | -37.9% |
| 10Y | -16.4% | +1,182.4% | -1,198.8% | -29.9% |
| All | +370.8% | +7,815.7% | -7,444.9% | +245.7% |
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