+387.8%
GPN vs URA
-52.4%
+440.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.6% |
| 7D | -5.6% | -1.5% | -4.1% | -5.3% |
| 30D | +13.6% | -10.4% | +24.0% | +16.4% |
| 3M | -2.8% | -29.6% | +26.8% | +5.7% |
| 6M | +38.1% | -40.3% | +78.3% | +55.8% |
| YTD | +19.9% | -25.5% | +45.4% | +24.7% |
| 1Y | +23.4% | -26.4% | +49.8% | +28.2% |
| 3Y | -12.6% | +31.4% | -44.1% | -28.1% |
| 5Y | -26.6% | +28.6% | -55.2% | -41.4% |
| 10Y | +40.4% | +260.9% | -220.5% | -27.7% |
| All | +387.8% | -52.4% | +440.1% | +304.0% |
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