+155.3%
URI vs GNRC
+89.5%
+65.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.7% | -2.6% | +1.8% |
| 7D | +2.6% | +2.5% | +0.1% | +1.7% |
| 30D | +9.1% | -11.2% | +20.2% | +13.1% |
| 3M | +1.0% | -10.1% | +11.1% | +3.7% |
| 6M | +23.3% | -28.5% | +51.9% | +36.0% |
| YTD | +43.3% | +42.3% | +1.0% | +17.1% |
| 1Y | +35.9% | +22.8% | +13.1% | +17.6% |
| All | +155.3% | +89.5% | +65.8% | +64.8% |
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