+22.0%
USB vs GIS
-30.4%
+52.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | 0.0% | +3.6% | -3.6% | -0.6% |
| 30D | +5.8% | +13.9% | -8.1% | +3.6% |
| 3M | -6.0% | +0.3% | -6.3% | -6.4% |
| 6M | +7.8% | +5.0% | +2.8% | +6.2% |
| YTD | +14.6% | -18.4% | +33.0% | +17.3% |
| 1Y | +31.8% | -17.4% | +49.2% | +34.5% |
| 3Y | +91.5% | -36.9% | +128.5% | +104.0% |
| All | +22.0% | -30.4% | +52.4% | +18.3% |
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