+5.5%
URI vs GTLB
+14.4%
-8.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.7% |
| 7D | -2.0% | +11.1% | -13.0% | -1.4% |
| 30D | -12.9% | +37.8% | -50.8% | -11.3% |
| 3M | -6.7% | +61.6% | -68.3% | -4.1% |
| 6M | +19.0% | +98.9% | -79.9% | +24.9% |
| YTD | +25.5% | +32.8% | -7.2% | +36.6% |
| 1Y | +5.5% | +14.7% | -9.1% | +17.0% |
| All | +5.5% | +14.4% | -8.9% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling