+305.8%
GFI vs URA
+116.4%
+189.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.4% |
| 7D | +4.7% | +5.7% | -1.0% | +1.7% |
| 30D | +14.4% | +5.6% | +8.8% | +11.2% |
| 3M | +32.5% | +6.2% | +26.3% | +28.7% |
| 6M | -7.2% | -8.2% | +1.1% | -3.2% |
| YTD | +10.9% | +9.7% | +1.2% | +8.6% |
| 1Y | +35.5% | +17.0% | +18.5% | +30.1% |
| All | +305.8% | +116.4% | +189.4% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling