+211.6%
GM vs URA
+266.3%
-54.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | -0.2% | -1.5% | +1.4% | +0.3% |
| 30D | +3.6% | -10.4% | +14.0% | +6.9% |
| 3M | -0.2% | -29.6% | +29.4% | +10.5% |
| 6M | +13.9% | -40.3% | +54.2% | +32.0% |
| YTD | +6.5% | -25.5% | +31.9% | +12.4% |
| 1Y | +20.7% | -26.4% | +47.1% | +27.4% |
| 3Y | +229.5% | +31.4% | +198.0% | +159.6% |
| 5Y | +41.5% | +28.6% | +12.9% | +7.3% |
| All | +211.6% | +266.3% | -54.7% | +12.7% |
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 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