+233.0%
GM vs URI
+1,233.8%
-1,000.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +4.6% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | -3.4% | -13.4% | +9.9% | +2.9% |
| 3M | +8.7% | -6.2% | +14.9% | +10.6% |
| 6M | +15.4% | +28.0% | -12.6% | -0.3% |
| YTD | +6.6% | +23.0% | -16.3% | -7.5% |
| 1Y | +51.5% | +5.5% | +45.9% | +40.8% |
| 3Y | +169.3% | +119.2% | +50.2% | +65.3% |
| 5Y | +81.6% | +201.0% | -119.5% | -7.8% |
| All | +233.0% | +1,233.8% | -1,000.8% | -0.8% |
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