+292.3%
GFI vs URA
+25.6%
+266.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.6% | +0.7% |
| 7D | -8.7% | -1.5% | -7.2% | -7.9% |
| 30D | +0.6% | -10.4% | +11.0% | +5.9% |
| 3M | -7.5% | -29.6% | +22.2% | +9.2% |
| 6M | -18.3% | -40.3% | +21.9% | +3.8% |
| YTD | -13.8% | -25.5% | +11.7% | +0.9% |
| 1Y | -8.8% | -26.4% | +17.6% | +7.0% |
| 3Y | +215.8% | +31.4% | +184.4% | +192.4% |
| All | +292.3% | +25.6% | +266.6% | +213.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling