+59.8%
UBER vs GIS
-33.3%
+93.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +1.0% |
| 7D | +1.6% | -3.4% | +5.0% | +1.3% |
| 30D | +0.6% | +6.9% | -6.3% | +1.2% |
| 3M | -8.2% | -10.1% | +2.0% | -9.3% |
| 6M | -6.7% | +5.9% | -12.6% | -5.3% |
| YTD | -14.7% | -21.1% | +6.4% | -18.4% |
| 1Y | -24.1% | -22.5% | -1.6% | -27.6% |
| 3Y | +33.4% | -39.0% | +72.4% | +22.0% |
| All | +59.8% | -33.3% | +93.1% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling