+32.8%
GPC vs URA
+128.0%
-95.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +6.0% | +7.4% | -1.4% | +5.0% |
| 3M | +42.6% | -8.4% | +51.0% | +43.7% |
| 6M | +22.8% | -12.7% | +35.5% | +23.9% |
| YTD | +15.5% | +7.8% | +7.7% | +13.2% |
| 1Y | +2.0% | +19.5% | -17.4% | -2.0% |
| 3Y | -1.4% | +116.4% | -117.9% | -15.5% |
| All | +32.8% | +128.0% | -95.2% | +9.7% |
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