+405.5%
GH vs URA
+338.4%
+67.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.7% |
| 7D | -0.2% | +5.7% | -5.9% | -2.6% |
| 30D | -2.6% | +5.6% | -8.2% | -5.2% |
| 3M | +25.1% | +6.2% | +18.9% | +20.7% |
| 6M | +78.5% | -8.2% | +86.7% | +80.8% |
| YTD | +59.4% | +9.7% | +49.7% | +46.1% |
| 1Y | +173.9% | +17.0% | +156.9% | +136.5% |
| 3Y | +382.7% | +118.5% | +264.3% | +188.6% |
| 5Y | +24.4% | +134.3% | -109.9% | -30.7% |
| All | +405.5% | +338.4% | +67.2% | +92.2% |
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