+617.1%
URI vs GH
+446.7%
+170.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.8% | -1.0% |
| 7D | +6.7% | +0.6% | +6.2% | +6.7% |
| 30D | +8.9% | -6.9% | +15.8% | +10.1% |
| 3M | +0.5% | -4.9% | +5.4% | +1.0% |
| 6M | +20.7% | +54.1% | -33.4% | +11.8% |
| YTD | +40.0% | +48.5% | -8.5% | +29.4% |
| 1Y | +34.4% | +61.2% | -26.8% | +22.5% |
| 3Y | +149.5% | +570.3% | -420.9% | +70.3% |
| 5Y | +205.6% | +46.1% | +159.4% | +147.0% |
| All | +617.1% | +446.7% | +170.4% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling