+1,157.2%
URI vs GME
+237.1%
+920.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | -12.5% | -1.4% | -11.1% | -12.5% |
| 3M | -6.2% | -15.1% | +8.9% | -5.6% |
| 6M | +25.9% | -22.5% | +48.4% | +27.1% |
| YTD | +26.2% | -5.9% | +32.1% | +26.2% |
| 1Y | +5.5% | -18.6% | +24.1% | +6.1% |
| 3Y | +125.0% | +6.7% | +118.3% | +111.2% |
| 5Y | +210.4% | -62.0% | +272.4% | +196.8% |
| 10Y | +1,157.2% | +239.5% | +917.7% | +533.0% |
| All | +1,157.2% | +237.1% | +920.0% | +533.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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