-18.3%
USAR vs GD
+75.4%
-93.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.5% | +10.9% |
| 7D | -14.5% | -5.0% | -9.5% | -14.0% |
| 30D | -37.8% | +8.9% | -46.8% | -38.4% |
| 3M | -52.8% | -8.0% | -44.7% | -52.3% |
| 6M | -71.2% | +2.9% | -74.1% | -71.3% |
| YTD | -30.9% | +7.1% | -38.0% | -30.8% |
| 1Y | -48.0% | +5.9% | -53.9% | -48.0% |
| 3Y | -19.7% | +53.9% | -73.6% | -14.3% |
| All | -18.3% | +75.4% | -93.7% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling