+204.5%
URI vs GPC
+4.3%
+200.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +8.9% | -6.3% | +15.2% | +12.3% |
| 3M | +0.5% | -8.2% | +8.7% | +4.6% |
| 6M | +20.7% | +27.1% | -6.4% | +3.5% |
| YTD | +40.0% | +3.1% | +36.9% | +32.8% |
| 1Y | +34.4% | +0.1% | +34.3% | +29.8% |
| 3Y | +149.5% | +0.2% | +149.3% | +123.1% |
| All | +204.5% | +4.3% | +200.2% | +151.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling