+37.4%
GILD vs URA
+17.2%
+20.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | +3.7% | +1.1% | +2.6% | +3.6% |
| 30D | +14.6% | +7.4% | +7.2% | +14.4% |
| 3M | +17.7% | -8.4% | +26.1% | +18.1% |
| 6M | +3.1% | -12.7% | +15.8% | +3.4% |
| YTD | +24.5% | +7.8% | +16.7% | +26.1% |
| 1Y | +37.4% | +19.5% | +17.9% | +35.6% |
| All | +37.4% | +17.2% | +20.1% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling