+52.4%
GEV vs URA
-32.2%
+84.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.1% | -8.2% | -8.7% |
| 7D | -5.1% | -10.5% | +5.4% | +0.9% |
| 30D | -15.8% | -18.6% | +2.8% | -5.7% |
| 3M | -18.2% | -23.0% | +4.9% | -6.3% |
| 6M | -22.4% | -40.3% | +17.9% | +1.0% |
| YTD | +27.7% | -23.5% | +51.2% | +37.3% |
| 1Y | +52.4% | -31.1% | +83.5% | +75.8% |
| All | +52.4% | -32.2% | +84.5% | +75.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling