+6,893.4%
URI vs GAP
+155.1%
+6,738.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.4% |
| 7D | -2.0% | -4.5% | +2.5% | -0.5% |
| 30D | -12.9% | +9.0% | -22.0% | -16.1% |
| 3M | -6.7% | +5.0% | -11.7% | -9.4% |
| 6M | +19.0% | -17.8% | +36.8% | +23.9% |
| YTD | +25.5% | -10.4% | +35.9% | +26.3% |
| 1Y | +5.5% | -3.4% | +8.9% | +2.3% |
| 3Y | +111.3% | +111.5% | -0.2% | +36.8% |
| 5Y | +198.6% | +8.8% | +189.7% | +128.9% |
| 10Y | +1,179.9% | +32.9% | +1,147.0% | +665.9% |
| All | +6,893.4% | +155.1% | +6,738.3% | +2,349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling