+389.8%
GPN vs URA
-31.1%
+420.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +5.8% | +7.4% | -1.6% | +3.5% |
| 3M | +37.0% | -8.4% | +45.4% | +39.1% |
| 6M | +20.1% | -12.7% | +32.9% | +22.7% |
| YTD | +20.4% | +7.8% | +12.6% | +14.3% |
| 1Y | +7.4% | +19.5% | -12.0% | -2.7% |
| 3Y | -26.1% | +116.4% | -142.5% | -46.9% |
| 5Y | -38.5% | +134.3% | -172.8% | -58.9% |
| 10Y | +28.4% | +359.3% | -330.9% | -37.2% |
| All | +389.8% | -31.1% | +420.9% | +270.5% |
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