+445.1%
GE vs URI
+7,134.6%
-6,689.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.7% |
| 7D | -1.6% | -2.0% | +0.4% | -1.1% |
| 30D | -11.6% | -12.9% | +1.4% | -8.4% |
| 3M | +3.0% | -6.7% | +9.8% | +4.6% |
| 6M | -0.5% | +19.0% | -19.5% | -5.9% |
| YTD | +9.7% | +25.5% | -15.8% | +1.7% |
| 1Y | +20.0% | +5.5% | +14.5% | +16.1% |
| 3Y | +275.8% | +111.3% | +164.5% | +198.4% |
| 5Y | +429.1% | +198.6% | +230.5% | +278.9% |
| 10Y | +151.2% | +1,179.9% | -1,028.7% | +22.7% |
| All | +445.1% | +7,134.6% | -6,689.5% | +45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling