+25.7%
GPN vs URA
+361.2%
-335.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.0% | +5.7% | +2.8% |
| 7D | -3.5% | -1.5% | -2.0% | -3.2% |
| 30D | +3.1% | -0.4% | +3.5% | +2.9% |
| 3M | +42.3% | +6.3% | +36.0% | +38.9% |
| 6M | +20.9% | -14.0% | +34.8% | +23.9% |
| YTD | +15.2% | +5.3% | +9.9% | +10.1% |
| 1Y | +5.4% | +11.7% | -6.2% | -2.6% |
| 3Y | -27.4% | +109.8% | -137.2% | -47.7% |
| 5Y | -44.2% | +108.0% | -152.2% | -61.6% |
| All | +25.7% | +361.2% | -335.5% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling