+1.4%
GME vs URA
+117.9%
-116.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +7.2% | +1.1% | +6.1% | +7.0% |
| 30D | +0.8% | +7.4% | -6.6% | -0.6% |
| 3M | -14.0% | -8.4% | -5.6% | -12.8% |
| 6M | -19.7% | -12.7% | -7.0% | -18.2% |
| YTD | -4.6% | +7.8% | -12.4% | -8.5% |
| 1Y | -14.3% | +19.5% | -33.8% | -21.1% |
| All | +1.4% | +117.9% | -116.5% | -24.8% |
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