+278.2%
GE vs URI
+158.6%
+119.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | +0.1% |
| 7D | +4.0% | +2.4% | +1.6% | +3.2% |
| 30D | +11.1% | +8.9% | +2.2% | +8.0% |
| 3M | -6.7% | +0.8% | -7.5% | -7.3% |
| 6M | +14.3% | +23.1% | -8.9% | +6.2% |
| YTD | +11.7% | +43.1% | -31.3% | -2.9% |
| 1Y | +10.9% | +35.7% | -24.8% | -1.8% |
| All | +278.2% | +158.6% | +119.6% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 3y: compounded portfolio wealth divided by compounded URI 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…
3y analysis · Full analysis span regression · 6 months rolling