+125.0%
URI vs GPN
-27.1%
+152.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.5% |
| 7D | +2.5% | -0.7% | +3.2% | +2.7% |
| 30D | -12.5% | +3.8% | -16.4% | -13.8% |
| 3M | -6.2% | +39.2% | -45.4% | -16.6% |
| 6M | +25.9% | +17.9% | +8.0% | +17.5% |
| YTD | +26.2% | +16.4% | +9.8% | +17.7% |
| 1Y | +5.5% | +3.6% | +1.9% | +2.8% |
| 3Y | +125.0% | -26.7% | +151.7% | +151.7% |
| All | +125.0% | -27.1% | +152.1% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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