+80.5%
GM vs URA
+132.7%
-52.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.0% |
| 7D | -1.1% | +5.7% | -6.8% | -2.5% |
| 30D | -4.6% | +5.6% | -10.2% | -6.1% |
| 3M | +0.2% | +6.2% | -6.0% | -1.8% |
| 6M | +12.6% | -8.2% | +20.9% | +13.5% |
| YTD | +3.7% | +9.7% | -6.0% | -1.1% |
| 1Y | +45.6% | +17.0% | +28.7% | +33.6% |
| 3Y | +162.0% | +118.5% | +43.5% | +86.1% |
| 5Y | +80.5% | +134.3% | -53.9% | +19.2% |
| All | +80.5% | +132.7% | -52.2% | +19.2% |
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