+486.7%
GS vs URI
+1,374.0%
-887.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | -3.2% | -9.8% | +6.6% | +1.0% |
| 30D | -2.4% | +1.7% | -4.2% | -3.3% |
| 3M | -15.7% | -9.1% | -6.7% | -12.7% |
| 6M | -6.8% | +9.9% | -16.6% | -11.8% |
| YTD | -0.1% | +31.2% | -31.3% | -14.9% |
| 1Y | +12.1% | +25.9% | -13.8% | -2.8% |
| 3Y | +185.8% | +147.4% | +38.4% | +77.2% |
| 5Y | +140.1% | +179.7% | -39.7% | +35.2% |
| All | +486.7% | +1,374.0% | -887.3% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling