+74.9%
USAR vs GAP
+168.0%
-93.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -0.9% | -0.5% |
| 7D | -2.1% | -4.5% | +2.4% | -2.1% |
| 30D | +2.6% | +9.0% | -6.4% | +2.6% |
| 3M | -35.0% | +5.0% | -40.0% | -35.0% |
| 6M | -6.9% | -17.8% | +10.9% | -7.5% |
| YTD | +48.0% | -10.4% | +58.4% | +47.6% |
| 1Y | +24.8% | -3.4% | +28.2% | +24.7% |
| 3Y | +73.2% | +111.5% | -38.2% | +73.1% |
| All | +74.9% | +168.0% | -93.1% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling