+159.7%
GILD vs URA
+346.2%
-186.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.5% |
| 7D | -4.8% | -5.5% | +0.7% | -4.4% |
| 30D | +5.8% | -3.7% | +9.5% | +6.0% |
| 3M | +14.9% | -2.9% | +17.8% | +15.0% |
| 6M | -0.4% | -15.2% | +14.9% | +0.5% |
| YTD | +18.5% | +1.9% | +16.7% | +17.5% |
| 1Y | +25.1% | +6.9% | +18.2% | +22.8% |
| 3Y | +105.9% | +99.6% | +6.3% | +87.0% |
| 5Y | +143.0% | +101.2% | +41.8% | +115.8% |
| All | +159.7% | +346.2% | -186.4% | +102.4% |
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