-44.6%
GIS vs USAR
+53.8%
-98.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.4% |
| 7D | -6.4% | -11.6% | +5.3% | -6.6% |
| 30D | -6.1% | -15.5% | +9.4% | -6.3% |
| 3M | +7.8% | -31.0% | +38.9% | +7.4% |
| 6M | -8.8% | -26.2% | +17.4% | -9.0% |
| YTD | -19.1% | +30.8% | -49.9% | -18.7% |
| 1Y | -24.8% | +7.1% | -31.8% | -24.4% |
| 3Y | -37.6% | +53.0% | -90.6% | -42.2% |
| All | -44.6% | +53.8% | -98.4% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling