+14.7%
GTLB vs URA
+17.2%
-2.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +11.1% | +1.1% | +10.0% | +11.0% |
| 30D | +37.8% | +7.4% | +30.4% | +37.6% |
| 3M | +61.6% | -8.4% | +70.0% | +61.7% |
| 6M | +98.9% | -12.7% | +111.6% | +99.3% |
| YTD | +32.8% | +7.8% | +25.0% | +31.9% |
| 1Y | +14.7% | +19.5% | -4.8% | +7.3% |
| All | +14.7% | +17.2% | -2.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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