+518.8%
GEV vs URA
+27.7%
+491.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.5% |
| 7D | -3.0% | +2.9% | -5.8% | -4.5% |
| 30D | -18.9% | -10.8% | -8.1% | -12.9% |
| 3M | -20.1% | -25.5% | +5.4% | -5.2% |
| 6M | -24.6% | -41.2% | +16.6% | +2.0% |
| YTD | +24.0% | -21.3% | +45.2% | +36.0% |
| 1Y | +40.6% | -25.7% | +66.3% | +59.8% |
| All | +518.8% | +27.7% | +491.1% | +341.5% |
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 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