+1,135.8%
URI vs GFI
+1,288.5%
-152.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +6.7% | -8.7% | +15.4% | +7.2% |
| 30D | +8.9% | +0.6% | +8.3% | +8.8% |
| 3M | +0.5% | -7.5% | +8.0% | +0.8% |
| 6M | +20.7% | -18.3% | +39.0% | +21.4% |
| YTD | +40.0% | -13.8% | +53.8% | +40.1% |
| 1Y | +34.4% | -8.8% | +43.2% | +34.0% |
| 3Y | +149.5% | +215.8% | -66.4% | +130.5% |
| 5Y | +205.6% | +301.2% | -95.6% | +174.5% |
| All | +1,135.8% | +1,288.5% | -152.7% | +1,035.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling