-26.2%
UBER vs GIS
-17.8%
-8.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.1% |
| 7D | +7.0% | +8.5% | -1.4% | +5.7% |
| 30D | +0.6% | +15.3% | -14.8% | -1.3% |
| 3M | -2.9% | +0.9% | -3.9% | -3.2% |
| 6M | -5.5% | +7.9% | -13.4% | -4.6% |
| YTD | -14.5% | -17.6% | +3.1% | -20.4% |
| 1Y | -26.2% | -17.4% | -8.8% | -31.4% |
| All | -26.2% | -17.8% | -8.4% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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