+510.2%
GEV vs URI
+59.1%
+451.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.1% | -1.8% | -2.9% |
| 7D | -13.2% | -6.0% | -7.2% | -10.4% |
| 30D | -20.6% | +4.6% | -25.2% | -22.1% |
| 3M | -19.5% | -2.7% | -16.8% | -18.4% |
| 6M | -23.3% | +18.4% | -41.7% | -29.0% |
| YTD | +22.2% | +37.4% | -15.1% | +1.2% |
| 1Y | +37.8% | +30.4% | +7.4% | +18.0% |
| All | +510.2% | +59.1% | +451.0% | +339.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling