+69.6%
GAP vs URA
+36.0%
+33.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.4% | -8.5% | -5.0% |
| 7D | -3.8% | -4.1% | +0.4% | -3.0% |
| 30D | -9.0% | -19.0% | +10.0% | -5.2% |
| 3M | +5.5% | -25.1% | +30.6% | +10.9% |
| 6M | -11.1% | -44.5% | +33.4% | -0.5% |
| YTD | -13.6% | -24.3% | +10.8% | -11.4% |
| 1Y | -2.9% | -28.1% | +25.3% | +0.6% |
| 3Y | +69.6% | +40.7% | +28.9% | +38.0% |
| All | +69.6% | +36.0% | +33.7% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling