+199.3%
URI vs GTLB
-50.0%
+249.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.3% |
| 7D | +2.5% | +4.6% | -2.0% | +1.7% |
| 30D | -12.5% | +21.0% | -33.5% | -15.4% |
| 3M | -6.2% | +51.7% | -57.9% | -12.9% |
| 6M | +25.9% | +89.3% | -63.4% | +11.3% |
| YTD | +26.2% | +25.6% | +0.6% | +19.4% |
| 1Y | +5.5% | -1.5% | +7.0% | +3.6% |
| 3Y | +125.0% | -9.9% | +134.9% | +116.2% |
| All | +199.3% | -50.0% | +249.3% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling