+1,833.6%
GS vs URI
+3,925.4%
-2,091.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +7.9% | +5.0% |
| 7D | +0.3% | -4.3% | +4.6% | +1.6% |
| 30D | +3.9% | +4.6% | -0.7% | +2.2% |
| 3M | -11.4% | -2.1% | -9.3% | -11.2% |
| 6M | +3.7% | +21.9% | -18.2% | -3.7% |
| YTD | +7.1% | +39.7% | -32.6% | -6.4% |
| 1Y | +19.7% | +32.9% | -13.2% | +6.2% |
| 3Y | +202.8% | +155.8% | +47.0% | +114.8% |
| 5Y | +156.7% | +202.4% | -45.7% | +69.0% |
| 10Y | +548.7% | +1,517.7% | -969.0% | +143.1% |
| All | +1,833.6% | +3,925.4% | -2,091.8% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling