+5.5%
URI vs GFS
+35.0%
-29.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +2.5% | +2.6% | -0.1% | +2.0% |
| 30D | -12.5% | -16.4% | +3.8% | -9.8% |
| 3M | -6.2% | -41.6% | +35.4% | +2.6% |
| 6M | +25.9% | -3.7% | +29.5% | +21.4% |
| YTD | +26.2% | +29.3% | -3.1% | +13.1% |
| 1Y | +5.5% | +37.1% | -31.6% | -7.3% |
| All | +5.5% | +35.0% | -29.5% | -7.3% |
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