+448.2%
GE vs URA
-51.6%
+499.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.4% | -1.7% | +1.3% |
| 7D | +7.1% | -4.1% | +11.2% | +8.5% |
| 30D | +6.5% | -19.0% | +25.5% | +13.6% |
| 3M | -13.6% | -25.1% | +11.6% | -6.0% |
| 6M | +6.0% | -44.5% | +50.5% | +25.9% |
| YTD | +5.4% | -24.3% | +29.7% | +11.5% |
| 1Y | +6.5% | -28.1% | +34.6% | +14.1% |
| 3Y | +268.6% | +40.7% | +227.9% | +201.5% |
| 5Y | +389.0% | +35.5% | +353.6% | +288.7% |
| 10Y | +163.3% | +281.2% | -117.8% | +34.0% |
| All | +448.2% | -51.6% | +499.8% | +369.0% |
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