+435.3%
GNRC vs URA
+346.2%
+89.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.3% | +6.2% | +4.3% |
| 7D | -0.2% | -5.5% | +5.3% | +2.1% |
| 30D | -15.7% | -3.7% | -12.0% | -14.6% |
| 3M | -27.3% | -2.9% | -24.4% | -26.7% |
| 6M | -12.1% | -15.2% | +3.2% | -7.1% |
| YTD | +37.1% | +1.9% | +35.2% | +33.1% |
| 1Y | -0.5% | +6.9% | -7.4% | -6.4% |
| 3Y | +61.5% | +99.6% | -38.1% | +9.8% |
| 5Y | -58.6% | +101.2% | -159.7% | -73.1% |
| All | +435.3% | +346.2% | +89.2% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling