+265.3%
GME vs URA
+369.2%
-103.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.3% | +6.6% | +5.7% |
| 7D | +4.8% | +5.7% | -0.9% | +3.0% |
| 30D | +5.9% | +5.6% | +0.3% | +3.8% |
| 3M | -10.7% | +6.2% | -16.9% | -13.3% |
| 6M | -19.8% | -8.2% | -11.6% | -19.2% |
| YTD | -0.9% | +9.7% | -10.6% | -7.9% |
| 1Y | -15.7% | +17.0% | -32.7% | -24.8% |
| 3Y | +12.3% | +118.5% | -106.2% | -24.1% |
| 5Y | -60.1% | +134.3% | -194.4% | -74.1% |
| 10Y | +265.3% | +377.5% | -112.2% | +86.5% |
| All | +265.3% | +369.2% | -103.9% | +86.5% |
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