+75.9%
UBER vs GIS
-3.2%
+79.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -3.7% |
| 7D | -2.8% | -8.3% | +5.5% | -3.8% |
| 30D | -2.5% | +2.2% | -4.7% | -2.2% |
| 3M | +4.4% | +15.7% | -11.3% | +6.8% |
| 6M | -2.7% | -12.0% | +9.3% | -4.9% |
| YTD | -10.5% | -15.0% | +4.5% | -12.9% |
| 1Y | -22.5% | -20.1% | -2.4% | -25.3% |
| 3Y | +54.8% | -34.6% | +89.4% | +45.5% |
| 5Y | +82.5% | -22.8% | +105.4% | +77.0% |
| All | +75.9% | -3.2% | +79.1% | +66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling