+253.1%
URI vs GGLL
+328.7%
-75.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.9% |
| 7D | -2.0% | -4.8% | +2.8% | -1.4% |
| 30D | -12.9% | -13.7% | +0.7% | -11.3% |
| 3M | -6.7% | -21.9% | +15.1% | -4.4% |
| 6M | +19.0% | +11.7% | +7.3% | +13.6% |
| YTD | +25.5% | +2.3% | +23.3% | +21.1% |
| 1Y | +5.5% | +76.2% | -70.6% | -8.7% |
| 3Y | +111.3% | +245.0% | -133.7% | +50.5% |
| All | +253.1% | +328.7% | -75.6% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling