+643.2%
GEV vs URA
+80.3%
+562.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +1.3% |
| 7D | +8.1% | +8.1% | 0.0% | +3.2% |
| 30D | -1.9% | +5.8% | -7.7% | -5.5% |
| 3M | +4.1% | +3.4% | +0.6% | +1.4% |
| 6M | +23.2% | -2.6% | +25.8% | +22.9% |
| YTD | +48.9% | +11.2% | +37.7% | +33.2% |
| 1Y | +62.2% | +19.8% | +42.4% | +32.9% |
| All | +643.2% | +80.3% | +562.9% | +332.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling