+1,186.3%
URI vs GNRC
+448.8%
+737.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -12.4% | -15.7% | +3.3% | -6.1% |
| 3M | -7.3% | -27.3% | +20.1% | +4.7% |
| 6M | +27.2% | -12.1% | +39.3% | +30.4% |
| YTD | +23.0% | +37.1% | -14.2% | +2.9% |
| 1Y | +3.9% | -0.5% | +4.4% | -1.7% |
| 3Y | +121.6% | +61.5% | +60.1% | +63.4% |
| 5Y | +201.1% | -58.6% | +259.6% | +277.9% |
| All | +1,186.3% | +448.8% | +737.4% | +161.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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