+3.9%
URI vs GNRC
+0.9%
+3.0%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.8% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -12.4% | -15.7% | +3.3% | -8.3% |
| 3M | -7.3% | -27.3% | +20.1% | +0.6% |
| 6M | +27.2% | -12.1% | +39.3% | +29.9% |
| YTD | +23.0% | +37.1% | -14.2% | +10.1% |
| 1Y | +3.9% | -0.5% | +4.4% | -3.5% |
| All | +3.9% | +0.9% | +3.0% | -3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling