-39.0%
GIS vs USAR
-20.4%
-18.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.3% |
| 30D | +6.9% | -20.9% | +27.8% | +6.5% |
| 3M | -10.1% | -56.2% | +46.0% | -11.3% |
| 6M | +5.9% | -67.9% | +73.8% | +4.3% |
| YTD | -21.1% | -31.4% | +10.3% | -21.5% |
| 1Y | -22.5% | -45.1% | +22.6% | -23.0% |
| 3Y | -39.0% | -20.3% | -18.7% | -37.2% |
| All | -39.0% | -20.4% | -18.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling