+7,701.4%
URI vs GFI
+1,017.1%
+6,684.3%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +6.7% | -8.7% | +15.4% | +7.5% |
| 30D | +8.9% | +0.6% | +8.3% | +8.7% |
| 3M | +0.5% | -7.5% | +8.0% | +0.8% |
| 6M | +20.7% | -18.3% | +39.0% | +21.8% |
| YTD | +40.0% | -13.8% | +53.8% | +40.0% |
| 1Y | +34.4% | -8.8% | +43.2% | +33.7% |
| 3Y | +149.5% | +215.8% | -66.4% | +121.0% |
| 5Y | +205.6% | +301.2% | -95.6% | +159.8% |
| 10Y | +1,183.1% | +1,284.4% | -101.3% | +834.1% |
| All | +7,701.4% | +1,017.1% | +6,684.3% | +6,062.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling