+22.7%
USB vs GIS
-28.7%
+51.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.4% |
| 7D | -1.5% | +9.4% | -10.9% | -2.9% |
| 30D | +4.3% | +15.5% | -11.2% | +1.9% |
| 3M | -6.1% | +3.4% | -9.5% | -6.9% |
| 6M | +9.4% | +9.4% | 0.0% | +7.2% |
| YTD | +15.2% | -16.2% | +31.4% | +17.4% |
| 1Y | +32.8% | -16.0% | +48.7% | +35.2% |
| 3Y | +91.3% | -35.8% | +127.0% | +103.3% |
| 5Y | +22.7% | -28.5% | +51.2% | +18.4% |
| All | +22.7% | -28.7% | +51.3% | +18.4% |
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 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