+20.9%
GNRC vs URA
-32.2%
+53.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -1.1% | -8.5% | -9.0% |
| 7D | -6.0% | -10.5% | +4.6% | -0.5% |
| 30D | -12.0% | -18.6% | +6.6% | -2.4% |
| 3M | -13.4% | -23.0% | +9.6% | -1.3% |
| 6M | -26.4% | -40.3% | +13.9% | -7.0% |
| YTD | +38.8% | -23.5% | +62.3% | +47.8% |
| 1Y | +20.9% | -31.1% | +52.0% | +37.8% |
| All | +20.9% | -32.2% | +53.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling