+264.9%
URI vs GGLL
+184.7%
+80.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.5% | -2.6% | -6.6% |
| 7D | -12.9% | -1.3% | -11.6% | -12.8% |
| 30D | -3.4% | -36.3% | +32.8% | +1.4% |
| 3M | -10.0% | -42.7% | +32.7% | -4.4% |
| 6M | +12.2% | -53.1% | +65.3% | +21.5% |
| YTD | +29.8% | -32.1% | +61.8% | +30.5% |
| 1Y | +24.6% | -20.1% | +44.7% | +21.2% |
| 3Y | +137.6% | +151.7% | -14.1% | +73.4% |
| All | +264.9% | +184.7% | +80.3% | +160.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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