+639.9%
GD vs URA
-31.1%
+671.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -5.3% | +1.1% | -6.3% | -5.5% |
| 30D | -6.4% | +7.4% | -13.8% | -7.9% |
| 3M | +5.7% | -8.4% | +14.1% | +6.8% |
| 6M | -0.9% | -12.7% | +11.8% | +0.3% |
| YTD | +8.2% | +7.8% | +0.4% | +4.2% |
| 1Y | +13.4% | +19.5% | -6.0% | +5.8% |
| 3Y | +68.5% | +116.4% | -47.9% | +32.9% |
| 5Y | +97.2% | +134.3% | -37.1% | +45.5% |
| 10Y | +190.2% | +359.3% | -169.1% | +67.2% |
| All | +639.9% | -31.1% | +671.0% | +506.2% |
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