+74.3%
GAP vs URA
-31.1%
+105.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -4.5% | +1.1% | -5.5% | -4.8% |
| 30D | +9.0% | +7.4% | +1.7% | +5.9% |
| 3M | +5.0% | -8.4% | +13.4% | +6.6% |
| 6M | -17.8% | -12.7% | -5.1% | -15.9% |
| YTD | -10.4% | +7.8% | -18.2% | -15.9% |
| 1Y | -3.4% | +19.5% | -22.8% | -13.9% |
| 3Y | +111.5% | +116.4% | -4.9% | +44.9% |
| 5Y | +8.8% | +134.3% | -125.5% | -30.9% |
| 10Y | +32.9% | +359.3% | -326.4% | -38.5% |
| All | +74.3% | -31.1% | +105.4% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling