+219.2%
URI vs GFS
-13.5%
+232.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +4.9% | +2.0% | +5.4% |
| 7D | -4.0% | -3.1% | -0.9% | -3.1% |
| 30D | +6.8% | -16.0% | +22.8% | +11.8% |
| 3M | -2.8% | -24.7% | +21.9% | +4.7% |
| 6M | +20.9% | -45.1% | +66.0% | +39.7% |
| YTD | +40.2% | +16.5% | +23.8% | +24.4% |
| 1Y | +34.1% | +19.3% | +14.7% | +17.8% |
| 3Y | +164.1% | -20.0% | +184.1% | +152.8% |
| 5Y | +199.3% | -32.0% | +231.4% | +186.7% |
| All | +219.2% | -13.5% | +232.7% | +194.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling