+39.4%
GM vs URA
-32.2%
+71.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +12.1% | -10.5% | +22.6% | +14.3% |
| 30D | +15.2% | -18.6% | +33.8% | +19.5% |
| 3M | +4.9% | -23.0% | +27.9% | +9.6% |
| 6M | +22.6% | -40.3% | +62.9% | +33.4% |
| YTD | +14.4% | -23.5% | +37.9% | +19.4% |
| 1Y | +39.4% | -31.1% | +70.5% | +47.7% |
| All | +39.4% | -32.2% | +71.6% | +47.7% |
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