-19.9%
USAR vs GD
+79.8%
-99.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.2% |
| 7D | +8.8% | +1.9% | +6.9% | +8.5% |
| 30D | -28.5% | +9.2% | -37.7% | -29.1% |
| 3M | -56.2% | -7.5% | -48.7% | -55.7% |
| 6M | -68.4% | +5.8% | -74.2% | -68.6% |
| YTD | -32.2% | +9.8% | -42.0% | -32.3% |
| 1Y | -52.3% | +5.8% | -58.1% | -52.6% |
| 3Y | -21.2% | +58.0% | -79.2% | -16.1% |
| All | -19.9% | +79.8% | -99.7% | -14.6% |
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