+357.5%
GH vs URA
+117.9%
+239.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -0.1% | +1.1% | -1.1% | -0.5% |
| 30D | -1.1% | +7.4% | -8.5% | -3.3% |
| 3M | +21.3% | -8.4% | +29.7% | +23.8% |
| 6M | +73.5% | -12.7% | +86.2% | +78.1% |
| YTD | +58.0% | +7.8% | +50.2% | +49.2% |
| 1Y | +163.1% | +19.5% | +143.6% | +131.4% |
| All | +357.5% | +117.9% | +239.6% | +183.3% |
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 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