-47.0%
GPN vs URA
+132.7%
-179.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.3% | -2.4% |
| 7D | -6.2% | +5.7% | -12.0% | -7.3% |
| 30D | +1.0% | +5.6% | -4.6% | -0.2% |
| 3M | +36.9% | +6.2% | +30.7% | +34.5% |
| 6M | +16.8% | -8.2% | +25.0% | +17.7% |
| YTD | +13.2% | +9.7% | +3.6% | +8.4% |
| 1Y | +1.4% | +17.0% | -15.5% | -5.7% |
| 3Y | -28.6% | +118.5% | -147.1% | -46.6% |
| 5Y | -47.0% | +134.3% | -181.3% | -62.3% |
| All | -47.0% | +132.7% | -179.7% | -62.3% |
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 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