+1,157.2%
URI vs GAP
+34.2%
+1,123.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | -12.5% | +9.3% | -21.9% | -15.6% |
| 3M | -6.2% | +6.1% | -12.3% | -9.0% |
| 6M | +25.9% | -2.3% | +28.2% | +23.8% |
| YTD | +26.2% | -10.6% | +36.8% | +27.2% |
| 1Y | +5.5% | -4.4% | +9.9% | +2.8% |
| 3Y | +125.0% | +118.3% | +6.7% | +43.7% |
| 5Y | +210.4% | +12.2% | +198.2% | +135.6% |
| 10Y | +1,157.2% | +33.7% | +1,123.5% | +682.0% |
| All | +1,157.2% | +34.2% | +1,123.0% | +682.0% |
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