+1,135.8%
URI vs GNRC
+372.1%
+763.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.8% |
| 7D | +6.7% | +7.9% | -1.2% | +3.5% |
| 30D | +8.9% | -3.7% | +12.5% | +10.1% |
| 3M | +0.5% | -11.9% | +12.5% | +4.1% |
| 6M | +20.7% | -28.6% | +49.3% | +33.9% |
| YTD | +40.0% | +39.9% | +0.1% | +14.7% |
| 1Y | +34.4% | +23.4% | +11.0% | +15.6% |
| 3Y | +149.5% | +84.2% | +65.2% | +72.9% |
| 5Y | +205.6% | -57.3% | +262.9% | +274.7% |
| All | +1,135.8% | +372.1% | +763.7% | +181.4% |
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