+122.1%
URI vs GH
+379.5%
-257.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -2.0% | -0.1% | -1.9% | -2.0% |
| 30D | -12.9% | -1.1% | -11.9% | -12.9% |
| 3M | -6.7% | +21.3% | -28.0% | -9.3% |
| 6M | +19.0% | +73.5% | -54.5% | +10.0% |
| YTD | +25.5% | +58.0% | -32.5% | +17.0% |
| 1Y | +5.5% | +163.1% | -157.5% | -9.4% |
| All | +122.1% | +379.5% | -257.4% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling