+461.3%
GME vs URA
+266.3%
+195.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.4% |
| 7D | +2.9% | -1.5% | +4.5% | +3.3% |
| 30D | -4.8% | -10.4% | +5.6% | -1.8% |
| 3M | +39.2% | -29.6% | +68.8% | +53.5% |
| 6M | +17.1% | -40.3% | +57.3% | +34.3% |
| YTD | +28.7% | -25.5% | +54.2% | +33.7% |
| 1Y | +23.3% | -26.4% | +49.8% | +28.0% |
| 3Y | +112.9% | +31.4% | +81.5% | +68.9% |
| 5Y | -48.8% | +28.6% | -77.4% | -60.8% |
| All | +461.3% | +266.3% | +195.0% | +214.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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