+69.4%
USAR vs GAP
+155.2%
-85.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.6% | +1.2% | -3.4% |
| 7D | -4.4% | -3.2% | -1.3% | -4.4% |
| 30D | -10.4% | -0.7% | -9.7% | -10.4% |
| 3M | -18.4% | -0.5% | -17.9% | -18.3% |
| 6M | -8.8% | -5.0% | -3.8% | -8.7% |
| YTD | +43.4% | -14.7% | +58.0% | +43.0% |
| 1Y | +21.0% | -8.6% | +29.6% | +20.9% |
| 3Y | +67.7% | +108.4% | -40.6% | +67.6% |
| All | +69.4% | +155.2% | -85.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling