+153.2%
GE vs URA
+357.6%
-204.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -1.6% | +1.1% | -2.7% | -2.0% |
| 30D | -11.6% | +7.4% | -19.0% | -13.9% |
| 3M | +3.0% | -8.4% | +11.4% | +5.0% |
| 6M | -0.5% | -12.7% | +12.2% | +2.4% |
| YTD | +9.7% | +7.8% | +1.9% | +3.9% |
| 1Y | +20.0% | +19.5% | +0.6% | +7.8% |
| 3Y | +275.8% | +116.4% | +159.4% | +161.2% |
| 5Y | +429.1% | +134.3% | +294.8% | +233.6% |
| All | +153.2% | +357.6% | -204.4% | +2.5% |
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