+188.5%
GD vs URA
+278.3%
-89.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.4% |
| 7D | -5.0% | -4.1% | -0.9% | -4.3% |
| 30D | +8.9% | -19.0% | +27.9% | +12.5% |
| 3M | -8.0% | -25.1% | +17.1% | -4.1% |
| 6M | +2.9% | -44.5% | +47.4% | +12.4% |
| YTD | +7.1% | -24.3% | +31.4% | +9.5% |
| 1Y | +5.9% | -28.1% | +34.0% | +9.1% |
| 3Y | +53.9% | +40.7% | +13.2% | +33.3% |
| 5Y | +95.4% | +35.5% | +60.0% | +65.1% |
| All | +188.5% | +278.3% | -89.8% | +74.5% |
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