+514.9%
GEV vs URA
+20.8%
+494.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -0.9% |
| 7D | +3.7% | -1.5% | +5.3% | +4.7% |
| 30D | -14.7% | -10.4% | -4.3% | -8.7% |
| 3M | -23.4% | -29.6% | +6.2% | -6.1% |
| 6M | -24.3% | -40.3% | +15.9% | +1.4% |
| YTD | +23.2% | -25.5% | +48.7% | +39.6% |
| 1Y | +44.2% | -26.4% | +70.7% | +64.5% |
| All | +514.9% | +20.8% | +494.0% | +353.1% |
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