+470.9%
GE vs URA
-31.1%
+502.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | -11.6% | +7.4% | -19.0% | -13.8% |
| 3M | +3.0% | -8.4% | +11.4% | +5.0% |
| 6M | -0.5% | -12.7% | +12.2% | +2.3% |
| YTD | +9.7% | +7.8% | +1.9% | +4.2% |
| 1Y | +20.0% | +19.5% | +0.6% | +8.5% |
| 3Y | +275.8% | +116.4% | +159.4% | +168.0% |
| 5Y | +429.1% | +134.3% | +294.8% | +247.6% |
| 10Y | +151.2% | +359.3% | -208.1% | +20.6% |
| All | +470.9% | -31.1% | +502.0% | +338.3% |
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 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