+654.9%
GD vs URA
-51.1%
+705.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.5% | -2.4% |
| 7D | +3.0% | -10.5% | +13.5% | +5.1% |
| 30D | +10.5% | -18.6% | +29.2% | +14.7% |
| 3M | -5.0% | -23.0% | +18.1% | -0.7% |
| 6M | +5.5% | -40.3% | +45.8% | +15.0% |
| YTD | +10.3% | -23.5% | +33.8% | +13.1% |
| 1Y | +8.2% | -31.1% | +39.3% | +13.0% |
| 3Y | +59.0% | +38.3% | +20.7% | +37.1% |
| 5Y | +104.3% | +34.6% | +69.7% | +71.2% |
| 10Y | +202.4% | +285.4% | -83.0% | +77.8% |
| All | +654.9% | -51.1% | +705.9% | +558.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling