+198.6%
URI vs GFS
-17.5%
+216.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.9% |
| 3M | -9.1% | -23.1% | +14.1% | -2.8% |
| 6M | +9.9% | -46.4% | +56.2% | +27.7% |
| YTD | +31.2% | +11.0% | +20.2% | +18.0% |
| 1Y | +25.9% | +12.6% | +13.3% | +12.5% |
| 3Y | +147.4% | -24.9% | +172.3% | +141.1% |
| 5Y | +179.7% | -39.1% | +218.8% | +173.9% |
| All | +198.6% | -17.5% | +216.1% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling