+141.0%
GS vs URA
+27.0%
+114.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.1% | -4.8% |
| 7D | -6.3% | -13.3% | +6.9% | -2.2% |
| 30D | -3.1% | -25.9% | +22.7% | +5.9% |
| 3M | -17.7% | -27.8% | +10.1% | -9.5% |
| 6M | -4.6% | -42.8% | +38.3% | +11.6% |
| YTD | +0.3% | -27.5% | +27.8% | +8.4% |
| 1Y | +11.7% | -35.1% | +46.9% | +24.1% |
| 3Y | +183.6% | +31.1% | +152.5% | +145.7% |
| 5Y | +141.0% | +29.8% | +111.2% | +97.7% |
| All | +141.0% | +27.0% | +114.0% | +97.7% |
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