+130.5%
URI vs GNRC
+61.2%
+69.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.3% | +2.1% |
| 7D | +5.0% | +3.2% | +1.8% | +3.8% |
| 30D | -9.4% | -9.5% | +0.1% | -6.2% |
| 3M | -5.8% | -28.5% | +22.7% | +5.4% |
| 6M | +25.8% | -10.0% | +35.8% | +27.3% |
| YTD | +27.9% | +36.7% | -8.9% | +7.6% |
| 1Y | +9.7% | +2.6% | +7.1% | +2.5% |
| All | +130.5% | +61.2% | +69.4% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling