-25.4%
GIS vs UUUU
+88.5%
-114.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -3.2% |
| 7D | -8.4% | -5.0% | -3.4% | -8.5% |
| 30D | -5.2% | -7.8% | +2.6% | -5.4% |
| 3M | +8.2% | -0.4% | +8.6% | +8.3% |
| 6M | -12.0% | -32.9% | +20.9% | -12.4% |
| YTD | -18.9% | -6.3% | -12.6% | -18.5% |
| 1Y | -23.6% | +7.9% | -31.5% | -22.8% |
| 3Y | -37.6% | +85.2% | -122.8% | -35.8% |
| All | -25.4% | +88.5% | -114.0% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling