+211.6%
GM vs URI
+1,173.3%
-961.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | -0.2% | +6.7% | -6.9% | -3.3% |
| 30D | +3.6% | +8.9% | -5.3% | -1.0% |
| 3M | -0.2% | +0.5% | -0.8% | -1.4% |
| 6M | +13.9% | +20.7% | -6.7% | +2.2% |
| YTD | +6.5% | +40.0% | -33.6% | -14.2% |
| 1Y | +20.7% | +34.4% | -13.7% | -0.7% |
| 3Y | +229.5% | +149.5% | +80.0% | +85.6% |
| 5Y | +41.5% | +205.6% | -164.0% | -30.8% |
| All | +211.6% | +1,173.3% | -961.8% | -26.6% |
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