+313.0%
GPC vs URA
-53.7%
+366.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.3% | +3.7% | -0.5% |
| 7D | +1.7% | -13.3% | +14.9% | +4.6% |
| 30D | -2.3% | -25.9% | +23.6% | +3.7% |
| 3M | -4.5% | -27.8% | +23.3% | +1.6% |
| 6M | +21.6% | -42.8% | +64.4% | +34.9% |
| YTD | +4.0% | -27.5% | +31.5% | +8.3% |
| 1Y | +3.5% | -35.1% | +38.6% | +9.9% |
| 3Y | +2.1% | +31.1% | -28.9% | -12.0% |
| 5Y | +5.5% | +29.8% | -24.3% | -12.4% |
| 10Y | +90.7% | +265.1% | -174.4% | +7.6% |
| All | +313.0% | -53.7% | +366.6% | +256.3% |
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