+710.2%
GS vs URA
-31.1%
+741.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +0.9% | +1.1% | -0.1% | +0.6% |
| 30D | -1.6% | +7.4% | -9.0% | -4.2% |
| 3M | -4.5% | -8.4% | +3.9% | -2.0% |
| 6M | +20.9% | -12.7% | +33.6% | +25.1% |
| YTD | +19.9% | +7.8% | +12.1% | +14.2% |
| 1Y | +41.4% | +19.5% | +22.0% | +28.0% |
| 3Y | +239.2% | +116.4% | +122.7% | +137.7% |
| 5Y | +185.0% | +134.3% | +50.8% | +81.0% |
| 10Y | +655.0% | +359.3% | +295.7% | +233.7% |
| All | +710.2% | -31.1% | +741.3% | +525.0% |
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