+7,682.4%
URI vs GD
+2,943.3%
+4,739.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -2.6% |
| 7D | -4.3% | +3.0% | -7.3% | -6.3% |
| 30D | +4.6% | +10.5% | -5.9% | -2.5% |
| 3M | -2.1% | -5.0% | +2.8% | +1.1% |
| 6M | +21.9% | +5.5% | +16.4% | +16.3% |
| YTD | +39.7% | +10.3% | +29.4% | +28.2% |
| 1Y | +32.9% | +8.2% | +24.7% | +23.6% |
| 3Y | +155.8% | +59.0% | +96.8% | +79.9% |
| 5Y | +202.4% | +104.3% | +98.2% | +77.1% |
| 10Y | +1,517.7% | +202.4% | +1,315.3% | +658.4% |
| All | +7,682.4% | +2,943.3% | +4,739.2% | +1,580.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling