+45.3%
URI vs GLXY
-44.8%
+90.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -7.1% | 0.0% | -6.4% |
| 7D | -12.9% | -28.4% | +15.5% | -10.3% |
| 30D | -3.4% | -41.4% | +38.0% | +0.9% |
| 3M | -10.0% | -31.9% | +21.9% | -7.5% |
| 6M | +12.2% | -57.2% | +69.4% | +19.2% |
| YTD | +29.8% | -41.9% | +71.7% | +31.7% |
| 1Y | +24.6% | -58.7% | +83.3% | +29.7% |
| All | +45.3% | -44.8% | +90.1% | +48.4% |
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