+32.9%
URI vs GFI
+6.9%
+25.9%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.3% | -10.7% | -4.9% |
| 7D | -4.3% | +1.4% | -5.8% | -4.5% |
| 30D | +4.6% | +3.0% | +1.6% | +4.3% |
| 3M | -2.1% | +10.2% | -12.3% | -3.3% |
| 6M | +21.9% | -10.1% | +32.0% | +22.2% |
| YTD | +39.7% | -11.4% | +51.1% | +37.2% |
| 1Y | +32.9% | +8.4% | +24.5% | +24.5% |
| All | +32.9% | +6.9% | +25.9% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling