-33.4%
GLXY vs URA
+20.9%
-54.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -1.5% |
| 7D | +16.9% | +4.5% | +12.5% | +12.8% |
| 30D | -23.0% | -13.4% | -9.6% | -10.9% |
| 3M | -28.0% | -28.4% | +0.4% | -2.5% |
| 6M | -51.6% | -40.5% | -11.2% | -24.9% |
| YTD | -32.1% | -24.3% | -7.8% | -11.1% |
| 1Y | -51.5% | -28.8% | -22.6% | -33.6% |
| All | -33.4% | +20.9% | -54.3% | -20.3% |
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