+623.9%
GS vs URA
-51.1%
+675.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.1% | +4.6% | +3.9% |
| 7D | +0.3% | -10.5% | +10.8% | +4.2% |
| 30D | +3.9% | -18.6% | +22.5% | +11.4% |
| 3M | -11.4% | -23.0% | +11.6% | -3.4% |
| 6M | +3.7% | -40.3% | +44.0% | +22.7% |
| YTD | +7.1% | -23.5% | +30.6% | +14.6% |
| 1Y | +19.7% | -31.1% | +50.8% | +32.3% |
| 3Y | +202.8% | +38.3% | +164.5% | +148.6% |
| 5Y | +156.7% | +34.6% | +122.1% | +102.5% |
| 10Y | +548.7% | +285.4% | +263.3% | +202.3% |
| All | +623.9% | -51.1% | +675.0% | +527.5% |
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