+246.5%
GM vs URI
+5,106.0%
-4,859.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.2% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | -1.4% | -12.9% | +11.6% | +4.0% |
| 3M | +5.9% | -6.7% | +12.6% | +8.0% |
| 6M | +12.4% | +19.0% | -6.6% | +2.5% |
| YTD | +8.6% | +25.5% | -16.9% | -4.0% |
| 1Y | +52.6% | +5.5% | +47.1% | +44.0% |
| 3Y | +169.7% | +111.3% | +58.3% | +85.5% |
| 5Y | +87.5% | +198.6% | -111.0% | +10.6% |
| 10Y | +233.0% | +1,179.9% | -947.0% | +10.6% |
| All | +246.5% | +5,106.0% | -4,859.5% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling