+212.4%
URI vs GPN
-46.4%
+258.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.4% |
| 7D | +5.0% | -6.2% | +11.2% | +7.5% |
| 30D | -9.4% | +1.0% | -10.4% | -10.1% |
| 3M | -5.8% | +36.9% | -42.7% | -18.2% |
| 6M | +25.8% | +16.8% | +9.0% | +15.2% |
| YTD | +27.9% | +13.2% | +14.7% | +17.7% |
| 1Y | +9.7% | +1.4% | +8.3% | +5.6% |
| 3Y | +128.0% | -28.6% | +156.6% | +154.0% |
| 5Y | +212.4% | -47.0% | +259.4% | +301.7% |
| All | +212.4% | -46.4% | +258.8% | +301.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling