+380.7%
GH vs URA
+214.7%
+166.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -1.0% |
| 7D | -8.2% | +2.9% | -11.1% | -9.2% |
| 30D | -4.9% | -10.8% | +5.9% | -0.3% |
| 3M | -6.2% | -25.5% | +19.3% | +5.1% |
| 6M | +60.0% | -41.2% | +101.3% | +96.2% |
| YTD | +51.5% | -21.3% | +72.8% | +58.7% |
| 1Y | +58.4% | -25.7% | +84.1% | +69.5% |
| 3Y | +617.2% | +43.1% | +574.2% | +415.5% |
| 5Y | +47.0% | +35.6% | +11.4% | +2.9% |
| All | +380.7% | +214.7% | +166.0% | +108.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling