-37.4%
GIS vs UUUU
+83.7%
-121.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -3.3% |
| 7D | -8.4% | -5.0% | -3.4% | -8.6% |
| 30D | -5.2% | -7.8% | +2.6% | -5.5% |
| 3M | +8.2% | -0.4% | +8.6% | +8.4% |
| 6M | -12.0% | -32.9% | +20.9% | -12.7% |
| YTD | -18.9% | -6.3% | -12.6% | -18.0% |
| 1Y | -23.6% | +7.9% | -31.5% | -21.8% |
| All | -37.4% | +83.7% | -121.1% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling