-24.8%
GIS vs UUUU
+3.5%
-28.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.0% | +4.7% | -0.5% |
| 7D | -6.4% | -10.5% | +4.1% | -6.8% |
| 30D | -6.1% | -10.5% | +4.4% | -6.5% |
| 3M | +7.8% | -14.1% | +22.0% | +7.5% |
| 6M | -8.8% | -35.5% | +26.7% | -9.6% |
| YTD | -19.1% | -10.9% | -8.2% | -17.9% |
| 1Y | -24.8% | +3.4% | -28.1% | -18.9% |
| All | -24.8% | +3.5% | -28.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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