-55.2%
GLXY vs URA
-32.2%
-23.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -1.1% | -15.9% | -15.9% |
| 7D | -26.8% | -10.5% | -16.3% | -16.9% |
| 30D | -38.3% | -18.6% | -19.7% | -22.4% |
| 3M | -36.9% | -23.0% | -13.9% | -16.0% |
| 6M | -52.1% | -40.3% | -11.8% | -19.4% |
| YTD | -37.5% | -23.5% | -14.0% | -26.8% |
| 1Y | -55.2% | -31.1% | -24.1% | -38.6% |
| All | -55.2% | -32.2% | -23.0% | -38.6% |
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