+246.5%
GM vs URA
-32.7%
+279.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | +1.9% | +1.1% | +0.9% | +1.6% |
| 30D | -1.4% | +7.4% | -8.8% | -4.0% |
| 3M | +5.9% | -8.4% | +14.3% | +8.1% |
| 6M | +12.4% | -12.7% | +25.1% | +15.4% |
| YTD | +8.6% | +7.8% | +0.8% | +2.5% |
| 1Y | +52.6% | +19.5% | +33.2% | +35.6% |
| 3Y | +169.7% | +116.4% | +53.2% | +81.2% |
| 5Y | +87.5% | +134.3% | -46.7% | +15.5% |
| 10Y | +233.0% | +359.3% | -126.3% | +43.7% |
| All | +246.5% | -32.7% | +279.2% | +147.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling