+179.2%
URI vs GPC
+3.6%
+175.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.8% |
| 7D | -9.8% | +1.6% | -11.4% | -10.5% |
| 30D | +1.7% | -2.1% | +3.8% | +2.5% |
| 3M | -9.1% | -6.8% | -2.3% | -6.1% |
| 6M | +9.9% | +18.6% | -8.7% | -2.1% |
| YTD | +31.2% | +2.7% | +28.5% | +24.7% |
| 1Y | +25.9% | +1.8% | +24.2% | +20.2% |
| 3Y | +147.4% | +1.1% | +146.3% | +119.1% |
| All | +179.2% | +3.6% | +175.6% | +127.4% |
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