+518.8%
GEV vs URI
+65.8%
+453.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.7% | -0.6% |
| 7D | -3.0% | +2.4% | -5.4% | -4.0% |
| 30D | -18.9% | +8.9% | -27.8% | -22.0% |
| 3M | -20.1% | +0.8% | -20.9% | -20.4% |
| 6M | -24.6% | +23.1% | -47.7% | -31.6% |
| YTD | +24.0% | +43.1% | -19.1% | +0.6% |
| 1Y | +40.6% | +35.7% | +4.9% | +18.1% |
| All | +518.8% | +65.8% | +453.0% | +336.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling