-17.4%
GIS vs USAR
-49.3%
+31.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -5.9% | +11.0% | +4.9% |
| 7D | +8.5% | -21.8% | +30.2% | +7.3% |
| 30D | +15.3% | -39.9% | +55.2% | +13.0% |
| 3M | +0.9% | -52.5% | +53.5% | -1.9% |
| 6M | +7.9% | -67.9% | +75.9% | +4.3% |
| YTD | -17.6% | -31.1% | +13.5% | -18.1% |
| 1Y | -17.4% | -49.8% | +32.5% | -18.4% |
| All | -17.4% | -49.3% | +31.9% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling