+144.6%
URI vs GD
+55.3%
+89.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.3% | -4.8% | -5.7% |
| 7D | -12.9% | -3.9% | -9.0% | -10.7% |
| 30D | -3.4% | +8.1% | -11.5% | -7.6% |
| 3M | -10.0% | -6.8% | -3.3% | -6.3% |
| 6M | +12.2% | +3.0% | +9.2% | +9.6% |
| YTD | +29.8% | +7.8% | +22.0% | +22.5% |
| 1Y | +24.6% | +5.8% | +18.8% | +19.2% |
| All | +144.6% | +55.3% | +89.3% | +71.5% |
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 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