+12.1%
GS vs URA
-31.4%
+43.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -2.0% |
| 7D | -3.2% | -4.1% | +0.9% | -1.7% |
| 30D | -2.4% | -19.0% | +16.6% | +5.2% |
| 3M | -15.7% | -25.1% | +9.4% | -7.0% |
| 6M | -6.8% | -44.5% | +37.7% | +12.2% |
| YTD | -0.1% | -24.3% | +24.3% | +4.6% |
| 1Y | +12.1% | -28.1% | +40.2% | +19.5% |
| All | +12.1% | -31.4% | +43.5% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling