+251.0%
GM vs URI
+5,843.0%
-5,592.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -3.9% | -1.4% |
| 7D | -3.8% | +2.6% | -6.4% | -4.9% |
| 30D | +7.9% | +9.1% | -1.1% | +4.0% |
| 3M | -0.3% | +1.0% | -1.3% | -1.4% |
| 6M | +18.6% | +23.3% | -4.8% | +7.6% |
| YTD | +10.0% | +43.3% | -33.3% | -8.2% |
| 1Y | +25.9% | +35.9% | -10.0% | +7.2% |
| 3Y | +241.2% | +158.6% | +82.6% | +116.0% |
| 5Y | +50.0% | +213.1% | -163.1% | -13.5% |
| 10Y | +215.1% | +1,213.1% | -998.0% | +2.7% |
| All | +251.0% | +5,843.0% | -5,592.0% | -37.8% |
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 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