+58.8%
URI vs GLXY
-35.4%
+94.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.9% | +3.9% | -0.5% |
| 7D | +9.3% | +16.9% | -7.6% | +7.6% |
| 30D | +7.6% | -23.0% | +30.6% | +9.5% |
| 3M | +1.0% | -28.0% | +29.0% | +3.1% |
| 6M | +19.8% | -51.6% | +71.5% | +25.7% |
| YTD | +41.9% | -32.1% | +74.0% | +41.7% |
| 1Y | +33.4% | -51.5% | +84.8% | +36.5% |
| All | +58.8% | -35.4% | +94.3% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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