+33.7%
GAP vs URA
+371.9%
-338.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -1.3% |
| 7D | +1.7% | +8.1% | -6.4% | -1.1% |
| 30D | +9.3% | +5.8% | +3.6% | +6.4% |
| 3M | +6.1% | +3.4% | +2.7% | +3.5% |
| 6M | -2.3% | -2.6% | +0.3% | -3.9% |
| YTD | -10.6% | +11.2% | -21.8% | -18.0% |
| 1Y | -4.4% | +19.8% | -24.3% | -16.6% |
| 3Y | +118.3% | +121.5% | -3.1% | +37.7% |
| 5Y | +12.2% | +134.5% | -122.3% | -35.8% |
| 10Y | +33.7% | +376.7% | -343.0% | -59.1% |
| All | +33.7% | +371.9% | -338.2% | -59.1% |
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