+197.7%
URI vs GTLB
-47.1%
+244.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.6% | +1.4% |
| 7D | -2.0% | +11.1% | -13.0% | -3.6% |
| 30D | -12.9% | +37.8% | -50.8% | -17.5% |
| 3M | -6.7% | +61.6% | -68.3% | -14.2% |
| 6M | +19.0% | +98.9% | -79.9% | +4.5% |
| YTD | +25.5% | +32.8% | -7.2% | +17.8% |
| 1Y | +5.5% | +14.7% | -9.1% | +0.9% |
| 3Y | +111.3% | +1.3% | +110.0% | +99.3% |
| All | +197.7% | -47.1% | +244.9% | +174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling