+212.5%
GM vs URI
+1,189.9%
-977.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.5% |
| 7D | -3.4% | +9.3% | -12.8% | -7.5% |
| 30D | +2.7% | +7.6% | -4.9% | -1.3% |
| 3M | -0.4% | +1.0% | -1.4% | -1.8% |
| 6M | +13.3% | +19.8% | -6.5% | +2.0% |
| YTD | +6.8% | +41.9% | -35.1% | -14.4% |
| 1Y | +21.1% | +33.4% | -12.3% | +0.1% |
| 3Y | +231.0% | +156.0% | +75.0% | +84.1% |
| 5Y | +41.9% | +209.5% | -167.6% | -31.0% |
| All | +212.5% | +1,189.9% | -977.4% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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