+147.4%
URI vs GPC
+1.0%
+146.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.6% |
| 7D | -9.8% | +1.6% | -11.4% | -10.3% |
| 30D | +1.7% | -2.1% | +3.8% | +2.3% |
| 3M | -9.1% | -6.8% | -2.3% | -7.1% |
| 6M | +9.9% | +18.6% | -8.7% | +2.0% |
| YTD | +31.2% | +2.7% | +28.5% | +27.2% |
| 1Y | +25.9% | +1.8% | +24.2% | +22.5% |
| 3Y | +147.4% | +1.1% | +146.3% | +118.2% |
| All | +147.4% | +1.0% | +146.4% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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