+57.0%
URI vs GLXY
-38.3%
+95.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.2% | +0.7% | +6.2% |
| 7D | -4.0% | -0.5% | -3.5% | -4.1% |
| 30D | +6.8% | -28.6% | +35.4% | +9.6% |
| 3M | -2.8% | -28.1% | +25.2% | -0.7% |
| 6M | +20.9% | -52.0% | +72.9% | +27.0% |
| YTD | +40.2% | -35.1% | +75.3% | +40.8% |
| 1Y | +34.1% | -54.0% | +88.1% | +38.1% |
| All | +57.0% | -38.3% | +95.3% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling