+120.5%
URI vs GAP
+114.4%
+6.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | -2.0% | -4.5% | +2.5% | -1.2% |
| 30D | -12.9% | +9.0% | -22.0% | -14.6% |
| 3M | -6.7% | +5.0% | -11.7% | -8.0% |
| 6M | +19.0% | -17.8% | +36.8% | +22.2% |
| YTD | +25.5% | -10.4% | +35.9% | +26.5% |
| 1Y | +5.5% | -3.4% | +8.9% | +4.3% |
| All | +120.5% | +114.4% | +6.1% | +81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling