-0.2%
GAP vs URA
+272.2%
-272.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | 0.0% |
| 7D | -5.2% | +4.5% | -9.6% | -6.8% |
| 30D | -6.9% | -13.4% | +6.5% | -2.5% |
| 3M | +5.7% | -28.4% | +34.1% | +17.6% |
| 6M | +0.9% | -40.5% | +41.4% | +18.8% |
| YTD | -14.5% | -24.3% | +9.8% | -10.6% |
| 1Y | -12.1% | -28.8% | +16.7% | -6.4% |
| 3Y | +72.2% | +37.6% | +34.5% | +30.1% |
| 5Y | +4.5% | +30.7% | -26.1% | -23.0% |
| All | -0.2% | +272.2% | -272.5% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling