+655.8%
GME vs URA
-50.4%
+706.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.5% |
| 7D | +4.8% | +0.3% | +4.5% | +4.7% |
| 30D | -4.3% | -14.8% | +10.5% | 0.0% |
| 3M | +35.3% | -25.3% | +60.6% | +45.8% |
| 6M | +4.7% | -39.9% | +44.7% | +18.8% |
| YTD | +26.6% | -22.4% | +49.1% | +30.3% |
| 1Y | +18.3% | -29.0% | +47.3% | +24.6% |
| 3Y | +102.8% | +41.0% | +61.8% | +64.2% |
| 5Y | -48.9% | +38.3% | -87.3% | -59.3% |
| 10Y | +480.5% | +276.1% | +204.4% | +235.1% |
| All | +655.8% | -50.4% | +706.2% | +495.6% |
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