+179.2%
URI vs GTLB
-61.8%
+241.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.4% |
| 7D | -9.8% | -11.1% | +1.3% | -8.1% |
| 30D | +1.7% | -7.5% | +9.2% | +2.8% |
| 3M | -9.1% | +34.8% | -43.8% | -13.7% |
| 6M | +9.9% | +98.0% | -88.1% | -3.2% |
| YTD | +31.2% | +28.1% | +3.1% | +23.5% |
| 1Y | +25.9% | +5.6% | +20.4% | +22.3% |
| 3Y | +147.4% | +15.9% | +131.4% | +127.9% |
| All | +179.2% | -61.8% | +241.0% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling