+23.3%
GME vs URA
-29.3%
+52.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +2.9% | -1.5% | +4.5% | +3.0% |
| 30D | -4.8% | -10.4% | +5.6% | -4.4% |
| 3M | +39.2% | -29.6% | +68.8% | +40.9% |
| 6M | +17.1% | -40.3% | +57.3% | +20.4% |
| YTD | +28.7% | -25.5% | +54.2% | +27.1% |
| 1Y | +23.3% | -26.4% | +49.8% | +22.0% |
| All | +23.3% | -29.3% | +52.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling