+152.0%
GE vs URA
+266.3%
-114.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.1% |
| 30D | +8.1% | -10.4% | +18.5% | +11.8% |
| 3M | -7.9% | -29.6% | +21.8% | +2.5% |
| 6M | +12.9% | -40.3% | +53.2% | +31.5% |
| YTD | +8.2% | -25.5% | +33.7% | +14.9% |
| 1Y | +9.7% | -26.4% | +36.1% | +16.6% |
| 3Y | +266.1% | +31.4% | +234.7% | +200.7% |
| 5Y | +407.4% | +28.6% | +378.8% | +302.1% |
| All | +152.0% | +266.3% | -114.3% | +11.5% |
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