+5.5%
URI vs GFS
+37.2%
-31.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.3% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | -12.9% | -8.6% | -4.4% | -11.6% |
| 3M | -6.7% | -46.5% | +39.8% | +3.3% |
| 6M | +19.0% | -4.8% | +23.8% | +15.0% |
| YTD | +25.5% | +29.7% | -4.1% | +12.5% |
| 1Y | +5.5% | +35.8% | -30.3% | -7.1% |
| All | +5.5% | +37.2% | -31.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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