+240.6%
GM vs URI
+158.6%
+82.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -1.0% |
| 7D | -3.8% | +2.4% | -6.2% | -4.6% |
| 30D | +7.9% | +8.9% | -1.0% | +4.9% |
| 3M | -0.3% | +0.8% | -1.1% | -1.0% |
| 6M | +18.6% | +23.1% | -4.6% | +9.9% |
| YTD | +10.0% | +43.1% | -33.0% | -5.0% |
| 1Y | +25.9% | +35.7% | -9.8% | +10.9% |
| All | +240.6% | +158.6% | +82.0% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling