+179.2%
URI vs GFS
-38.3%
+217.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.2% | -5.1% | -0.7% |
| 7D | -9.8% | -7.8% | -2.0% | -7.6% |
| 30D | +1.7% | -19.7% | +21.4% | +8.0% |
| 3M | -9.1% | -23.1% | +14.1% | -2.7% |
| 6M | +9.9% | -46.4% | +56.2% | +27.9% |
| YTD | +31.2% | +11.0% | +20.2% | +17.7% |
| 1Y | +25.9% | +12.6% | +13.3% | +12.2% |
| 3Y | +147.4% | -24.9% | +172.3% | +140.8% |
| All | +179.2% | -38.3% | +217.4% | +172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling