+73.6%
USAR vs GAP
+113.8%
-40.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +2.3% | +1.7% | +0.6% | +2.3% |
| 30D | -8.6% | +9.3% | -18.0% | -8.7% |
| 3M | -20.5% | +6.1% | -26.6% | -20.5% |
| 6M | +1.2% | -2.3% | +3.5% | +1.3% |
| YTD | +48.4% | -10.6% | +59.0% | +48.0% |
| 1Y | +30.6% | -4.4% | +35.1% | +30.5% |
| 3Y | +73.6% | +118.3% | -44.7% | +73.9% |
| All | +73.6% | +113.8% | -40.1% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 3y: compounded portfolio wealth divided by compounded GAP 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…
3y analysis · Full analysis span regression · 6 months rolling