+5.0%
GPC vs URA
+33.4%
-28.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.4% | -5.7% | -1.8% |
| 7D | +1.6% | -4.1% | +5.7% | +2.0% |
| 30D | -2.1% | -19.0% | +16.9% | +0.2% |
| 3M | -6.8% | -25.1% | +18.3% | -3.9% |
| 6M | +18.6% | -44.5% | +63.1% | +26.6% |
| YTD | +2.7% | -24.3% | +27.0% | +4.6% |
| 1Y | +1.8% | -28.1% | +29.9% | +4.2% |
| 3Y | +1.1% | +40.7% | -39.6% | -9.9% |
| All | +5.0% | +33.4% | -28.4% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling