+12.1%
GS vs URI
+26.0%
-13.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -3.2% | -9.8% | +6.6% | -1.4% |
| 30D | -2.4% | +1.7% | -4.2% | -2.6% |
| 3M | -15.7% | -9.1% | -6.7% | -14.4% |
| 6M | -6.8% | +9.9% | -16.6% | -8.5% |
| YTD | -0.1% | +31.2% | -31.3% | -8.9% |
| 1Y | +12.1% | +25.9% | -13.8% | +5.2% |
| All | +12.1% | +26.0% | -13.9% | +5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling