+1,956.0%
GNRC vs URA
-29.0%
+1,985.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.3% |
| 7D | +4.8% | +8.1% | -3.3% | +1.7% |
| 30D | -10.4% | +5.8% | -16.1% | -12.4% |
| 3M | -28.5% | +3.4% | -31.9% | -29.5% |
| 6M | -6.8% | -2.6% | -4.1% | -6.9% |
| YTD | +39.5% | +11.2% | +28.3% | +31.4% |
| 1Y | +3.4% | +19.8% | -16.4% | -6.5% |
| 3Y | +65.1% | +121.5% | -56.3% | +11.7% |
| 5Y | -57.1% | +134.5% | -191.5% | -72.5% |
| 10Y | +432.5% | +376.7% | +55.8% | +143.1% |
| All | +1,956.0% | -29.0% | +1,985.0% | +1,395.9% |
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 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