+42.5%
GM vs URA
+25.6%
+16.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | -0.2% | -1.5% | +1.4% | +0.2% |
| 30D | +3.6% | -10.4% | +14.0% | +6.2% |
| 3M | -0.2% | -29.6% | +29.4% | +8.3% |
| 6M | +13.9% | -40.3% | +54.2% | +28.3% |
| YTD | +6.5% | -25.5% | +31.9% | +11.3% |
| 1Y | +20.7% | -26.4% | +47.1% | +26.1% |
| 3Y | +229.5% | +31.4% | +198.0% | +164.0% |
| All | +42.5% | +25.6% | +16.9% | +5.3% |
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