+61.1%
GNRC vs URA
+116.4%
-55.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.6% | -1.5% |
| 7D | +3.2% | +5.7% | -2.6% | +1.1% |
| 30D | -9.5% | +5.6% | -15.1% | -11.3% |
| 3M | -28.5% | +6.2% | -34.8% | -30.1% |
| 6M | -10.0% | -8.2% | -1.7% | -8.4% |
| YTD | +36.7% | +9.7% | +27.1% | +30.5% |
| 1Y | +2.6% | +17.0% | -14.4% | -4.5% |
| All | +61.1% | +116.4% | -55.4% | +15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling