+120.5%
URI vs GD
+68.4%
+52.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.6% |
| 7D | -2.0% | -5.3% | +3.3% | +0.9% |
| 30D | -12.9% | -6.4% | -6.5% | -9.8% |
| 3M | -6.7% | +5.7% | -12.4% | -10.0% |
| 6M | +19.0% | -0.9% | +19.9% | +19.7% |
| YTD | +25.5% | +8.2% | +17.4% | +19.1% |
| 1Y | +5.5% | +13.4% | -7.9% | -3.1% |
| All | +120.5% | +68.4% | +52.2% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling