+159.7%
GILD vs URI
+1,233.9%
-1,074.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.8% | -2.1% | -2.8% | -4.6% |
| 30D | +5.8% | -12.4% | +18.2% | +7.5% |
| 3M | +14.9% | -7.3% | +22.2% | +15.7% |
| 6M | -0.4% | +27.2% | -27.6% | -4.3% |
| YTD | +18.5% | +23.0% | -4.4% | +13.8% |
| 1Y | +25.1% | +3.9% | +21.2% | +22.8% |
| 3Y | +105.9% | +121.6% | -15.7% | +76.7% |
| 5Y | +143.0% | +201.1% | -58.1% | +94.7% |
| All | +159.7% | +1,233.9% | -1,074.1% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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