+41.2%
USB vs GIS
-19.2%
+60.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +1.4% | -7.8% | +9.3% | +2.8% |
| 30D | -1.3% | +6.6% | -7.9% | -2.5% |
| 3M | +15.2% | +21.0% | -5.7% | +11.3% |
| 6M | +18.8% | -9.1% | +27.9% | +20.1% |
| YTD | +21.0% | -13.6% | +34.6% | +23.0% |
| 1Y | +34.0% | -18.0% | +52.0% | +37.4% |
| 3Y | +95.3% | -33.7% | +129.0% | +107.0% |
| All | +41.2% | -19.2% | +60.3% | +42.0% |
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