+186.8%
GS vs URI
+136.1%
+50.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -7.1% | +0.8% | -3.8% |
| 7D | -6.3% | -12.9% | +6.6% | -1.7% |
| 30D | -3.1% | -3.4% | +0.3% | -2.1% |
| 3M | -17.7% | -10.0% | -7.6% | -14.8% |
| 6M | -4.6% | +12.2% | -16.7% | -9.6% |
| YTD | +0.3% | +29.8% | -29.4% | -12.6% |
| 1Y | +11.7% | +24.6% | -12.9% | -0.8% |
| All | +186.8% | +136.1% | +50.7% | +86.5% |
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