+646.5%
GME vs URA
-51.6%
+698.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.4% | -0.5% | +2.7% |
| 7D | +3.7% | -4.1% | +7.8% | +4.9% |
| 30D | +2.2% | -19.0% | +21.2% | +8.2% |
| 3M | +30.6% | -25.1% | +55.8% | +40.6% |
| 6M | -0.2% | -44.5% | +44.3% | +15.9% |
| YTD | +25.1% | -24.3% | +49.4% | +29.6% |
| 1Y | +17.7% | -28.1% | +45.8% | +23.3% |
| 3Y | +85.7% | +40.7% | +45.0% | +50.2% |
| 5Y | -52.9% | +35.5% | -88.3% | -62.2% |
| 10Y | +504.9% | +281.2% | +223.8% | +248.5% |
| All | +646.5% | -51.6% | +698.2% | +492.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling