+3.6%
GAP vs URA
+25.6%
-22.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.9% | -1.5% | -0.4% | -1.5% |
| 30D | -7.1% | -10.4% | +3.4% | -4.4% |
| 3M | +4.1% | -29.6% | +33.7% | +13.8% |
| 6M | +1.9% | -40.3% | +42.2% | +16.0% |
| YTD | -15.2% | -25.5% | +10.3% | -11.9% |
| 1Y | -10.6% | -26.4% | +15.8% | -7.2% |
| 3Y | +74.6% | +31.4% | +43.1% | +38.1% |
| All | +3.6% | +25.6% | -22.0% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling