+243.0%
GS vs URI
+113.1%
+129.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.5% |
| 7D | +0.9% | -2.0% | +2.9% | +1.6% |
| 30D | -1.6% | -12.9% | +11.4% | +3.3% |
| 3M | -4.5% | -6.7% | +2.3% | -2.7% |
| 6M | +20.9% | +19.0% | +1.9% | +10.7% |
| YTD | +19.9% | +25.5% | -5.6% | +5.9% |
| 1Y | +41.4% | +5.5% | +35.9% | +34.7% |
| All | +243.0% | +113.1% | +129.9% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling