+165.2%
GD vs URA
+266.3%
-101.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +2.7% | -1.5% | +4.2% | +2.9% |
| 30D | +8.6% | -10.4% | +19.0% | +10.3% |
| 3M | -7.1% | -29.6% | +22.6% | -2.0% |
| 6M | +7.5% | -40.3% | +47.7% | +15.9% |
| YTD | +9.9% | -25.5% | +35.4% | +12.6% |
| 1Y | +7.6% | -26.4% | +34.0% | +10.2% |
| 3Y | +56.2% | +31.4% | +24.8% | +37.2% |
| 5Y | +100.6% | +28.6% | +72.0% | +71.6% |
| All | +165.2% | +266.3% | -101.1% | +56.9% |
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