+492.6%
GEV vs URI
+52.0%
+440.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | -0.1% |
| 7D | -9.8% | -9.8% | 0.0% | -5.0% |
| 30D | -22.3% | +1.7% | -24.1% | -22.8% |
| 3M | -22.6% | -9.1% | -13.5% | -19.0% |
| 6M | -30.7% | +9.9% | -40.6% | -33.6% |
| YTD | +18.7% | +31.2% | -12.5% | +0.4% |
| 1Y | +41.0% | +25.9% | +15.1% | +22.6% |
| All | +492.6% | +52.0% | +440.6% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling