+54.9%
GD vs URA
+30.2%
+24.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +2.9% | -2.0% |
| 7D | -3.9% | -13.3% | +9.4% | -3.0% |
| 30D | +8.1% | -25.9% | +34.0% | +10.2% |
| 3M | -6.8% | -27.8% | +21.0% | -4.9% |
| 6M | +3.0% | -42.8% | +45.8% | +6.7% |
| YTD | +7.8% | -27.5% | +35.3% | +9.0% |
| 1Y | +5.8% | -35.1% | +40.9% | +7.7% |
| All | +54.9% | +30.2% | +24.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling