-62.0%
GME vs URA
+131.0%
-193.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.1% | -4.5% | -2.5% |
| 7D | +0.4% | +8.1% | -7.7% | -2.3% |
| 30D | -1.4% | +5.8% | -7.2% | -3.6% |
| 3M | -15.1% | +3.4% | -18.6% | -17.1% |
| 6M | -22.5% | -2.6% | -19.9% | -23.5% |
| YTD | -5.9% | +11.2% | -17.1% | -14.3% |
| 1Y | -18.6% | +19.8% | -38.5% | -30.1% |
| 3Y | +6.7% | +121.5% | -114.8% | -36.4% |
| 5Y | -62.0% | +134.5% | -196.4% | -78.9% |
| All | -62.0% | +131.0% | -193.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling