+1,340.7%
URI vs GD
+190.6%
+1,150.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.7% |
| 7D | -9.8% | -5.0% | -4.8% | -5.4% |
| 30D | +1.7% | +8.9% | -7.2% | -5.8% |
| 3M | -9.1% | -8.0% | -1.0% | -2.2% |
| 6M | +9.9% | +2.9% | +7.0% | +5.6% |
| YTD | +31.2% | +7.1% | +24.1% | +20.1% |
| 1Y | +25.9% | +5.9% | +20.0% | +16.3% |
| 3Y | +147.4% | +53.9% | +93.5% | +55.7% |
| 5Y | +179.7% | +95.4% | +84.3% | +33.8% |
| All | +1,340.7% | +190.6% | +1,150.1% | +245.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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