+1,218.8%
URI vs GAP
+20.3%
+1,198.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.5% | +3.4% | +5.7% |
| 7D | -4.0% | 0.0% | -4.1% | -4.2% |
| 30D | +6.8% | -4.3% | +11.1% | +8.0% |
| 3M | -2.8% | +9.4% | -12.2% | -6.8% |
| 6M | +20.9% | -3.3% | +24.1% | +19.0% |
| YTD | +40.2% | -10.5% | +50.8% | +40.4% |
| 1Y | +34.1% | -2.4% | +36.5% | +29.9% |
| 3Y | +164.1% | +80.1% | +84.0% | +81.3% |
| 5Y | +199.3% | +6.5% | +192.9% | +131.3% |
| 10Y | +1,218.8% | +14.6% | +1,204.2% | +709.8% |
| All | +1,218.8% | +20.3% | +1,198.5% | +709.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling