-40.9%
GIS vs USAR
+74.0%
-114.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -7.8% | -2.1% | -5.7% | -7.9% |
| 30D | +6.6% | +2.6% | +3.9% | +6.7% |
| 3M | +21.0% | -35.0% | +56.0% | +20.6% |
| 6M | -9.1% | -6.9% | -2.2% | -9.0% |
| YTD | -13.6% | +48.0% | -61.6% | -13.0% |
| 1Y | -18.0% | +24.8% | -42.8% | -17.4% |
| 3Y | -33.7% | +73.2% | -106.9% | -38.5% |
| All | -40.9% | +74.0% | -114.9% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling