+222.8%
URI vs GFS
-9.0%
+231.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | +9.3% | +17.2% | -7.9% | +4.3% |
| 30D | +7.6% | -8.7% | +16.3% | +10.0% |
| 3M | +1.0% | -19.7% | +20.7% | +6.9% |
| 6M | +19.8% | -40.7% | +60.5% | +35.4% |
| YTD | +41.9% | +22.5% | +19.3% | +24.0% |
| 1Y | +33.4% | +25.2% | +8.2% | +15.5% |
| 3Y | +156.0% | -17.7% | +173.7% | +143.1% |
| 5Y | +209.5% | -23.5% | +233.1% | +189.3% |
| All | +222.8% | -9.0% | +231.8% | +193.4% |
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