+185.7%
URI vs GFS
-3.7%
+189.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.2% |
| 7D | -2.0% | +1.0% | -3.0% | -2.2% |
| 30D | -12.9% | -8.6% | -4.4% | -10.8% |
| 3M | -6.7% | -46.5% | +39.8% | +10.8% |
| 6M | +19.0% | -4.8% | +23.8% | +15.7% |
| YTD | +25.5% | +29.7% | -4.1% | +8.8% |
| 1Y | +5.5% | +35.8% | -30.3% | -10.7% |
| 3Y | +111.3% | -18.3% | +129.6% | +102.6% |
| All | +185.7% | -3.7% | +189.4% | +157.4% |
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 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