+23.8%
GH vs URA
+131.0%
-107.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.6% |
| 7D | -2.1% | +8.1% | -10.2% | -5.3% |
| 30D | -4.5% | +5.8% | -10.2% | -7.0% |
| 3M | +28.9% | +3.4% | +25.5% | +25.6% |
| 6M | +76.5% | -2.6% | +79.1% | +74.1% |
| YTD | +57.6% | +11.2% | +46.4% | +43.2% |
| 1Y | +167.5% | +19.8% | +147.7% | +126.4% |
| 3Y | +377.4% | +121.5% | +255.9% | +169.9% |
| 5Y | +23.8% | +134.5% | -110.6% | -34.2% |
| All | +23.8% | +131.0% | -107.2% | -34.2% |
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 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