+85.7%
GME vs URA
+36.0%
+49.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +3.3% |
| 7D | +3.7% | -4.1% | +7.8% | +4.3% |
| 30D | +2.2% | -19.0% | +21.2% | +5.1% |
| 3M | +30.6% | -25.1% | +55.8% | +35.5% |
| 6M | -0.2% | -44.5% | +44.3% | +8.5% |
| YTD | +25.1% | -24.3% | +49.4% | +26.5% |
| 1Y | +17.7% | -28.1% | +45.8% | +19.9% |
| 3Y | +85.7% | +40.7% | +45.0% | +108.1% |
| All | +85.7% | +36.0% | +49.7% | +108.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling