+6,893.4%
URI vs GFI
+1,347.8%
+5,545.6%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.7% |
| 7D | -2.0% | +3.1% | -5.1% | -2.2% |
| 30D | -12.9% | +27.1% | -40.1% | -14.6% |
| 3M | -6.7% | +21.2% | -27.9% | -8.4% |
| 6M | +19.0% | -4.5% | +23.5% | +18.7% |
| YTD | +25.5% | +11.7% | +13.8% | +23.3% |
| 1Y | +5.5% | +46.0% | -40.5% | +1.2% |
| 3Y | +111.3% | +309.6% | -198.2% | +83.8% |
| 5Y | +198.6% | +506.0% | -307.5% | +146.0% |
| 10Y | +1,179.9% | +1,009.2% | +170.7% | +852.3% |
| All | +6,893.4% | +1,347.8% | +5,545.6% | +5,328.6% |
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 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