+232.6%
URI vs GTLB
-50.0%
+282.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -2.0% | +8.9% | +7.2% |
| 7D | -4.0% | -9.6% | +5.6% | -2.5% |
| 30D | +6.8% | -14.5% | +21.3% | +9.2% |
| 3M | -2.8% | +20.9% | -23.7% | -6.2% |
| 6M | +20.9% | +81.4% | -60.5% | +8.2% |
| YTD | +40.2% | +25.6% | +14.7% | +32.3% |
| 1Y | +34.1% | +3.4% | +30.6% | +30.6% |
| 3Y | +164.1% | +8.9% | +155.2% | +145.9% |
| 5Y | +199.3% | -64.0% | +263.3% | +186.6% |
| All | +232.6% | -50.0% | +282.6% | +208.9% |
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