+82.8%
GM vs URI
+206.8%
-124.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.8% | -2.5% |
| 7D | +0.4% | +2.5% | -2.1% | -0.7% |
| 30D | -1.8% | -12.5% | +10.7% | +3.9% |
| 3M | +2.6% | -6.2% | +8.8% | +4.6% |
| 6M | +14.6% | +25.9% | -11.3% | +0.3% |
| YTD | +6.2% | +26.2% | -20.0% | -8.5% |
| 1Y | +48.7% | +5.5% | +43.2% | +39.4% |
| 3Y | +168.3% | +125.0% | +43.3% | +55.0% |
| 5Y | +82.8% | +210.4% | -127.6% | -18.8% |
| All | +82.8% | +206.8% | -124.1% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling