+188.7%
GD vs URA
+359.3%
-170.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.3% | +1.1% | -6.3% | -5.4% |
| 30D | -6.4% | +7.4% | -13.8% | -7.7% |
| 3M | +5.7% | -8.4% | +14.1% | +6.7% |
| 6M | -0.9% | -12.7% | +11.8% | +0.2% |
| YTD | +8.2% | +7.8% | +0.4% | +4.6% |
| 1Y | +13.4% | +19.5% | -6.0% | +6.5% |
| 3Y | +68.5% | +116.4% | -47.9% | +35.4% |
| 5Y | +97.2% | +134.3% | -37.1% | +48.2% |
| All | +188.7% | +359.3% | -170.6% | +65.5% |
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