+190.4%
GD vs URA
+262.4%
-72.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +2.9% | -1.5% |
| 7D | -3.9% | -13.3% | +9.4% | -1.7% |
| 30D | +8.1% | -25.9% | +34.0% | +13.3% |
| 3M | -6.8% | -27.8% | +21.0% | -2.1% |
| 6M | +3.0% | -42.8% | +45.8% | +11.8% |
| YTD | +7.8% | -27.5% | +35.3% | +11.0% |
| 1Y | +5.8% | -35.1% | +40.9% | +10.9% |
| 3Y | +55.3% | +31.1% | +24.2% | +36.3% |
| 5Y | +96.7% | +29.8% | +66.9% | +67.4% |
| All | +190.4% | +262.4% | -72.0% | +76.9% |
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