+8,026.5%
USB vs GIS
+1,460.1%
+6,566.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.7% |
| 7D | -1.5% | +9.4% | -10.9% | -4.4% |
| 30D | +4.3% | +15.5% | -11.2% | -0.7% |
| 3M | -6.1% | +3.4% | -9.5% | -7.7% |
| 6M | +9.4% | +9.4% | 0.0% | +5.1% |
| YTD | +15.2% | -16.2% | +31.4% | +20.2% |
| 1Y | +32.8% | -16.0% | +48.7% | +38.3% |
| 3Y | +91.3% | -35.8% | +127.0% | +115.2% |
| 5Y | +22.7% | -28.5% | +51.2% | +30.7% |
| 10Y | +97.0% | -11.3% | +108.3% | +86.3% |
| All | +8,026.5% | +1,460.1% | +6,566.4% | +2,836.8% |
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