-49.2%
USAR vs GD
+6.6%
-55.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.3% | +4.2% | +5.1% |
| 7D | -1.1% | -3.0% | +2.0% | +0.9% |
| 30D | -30.3% | +9.3% | -39.6% | -34.1% |
| 3M | -54.7% | -7.2% | -47.5% | -52.1% |
| 6M | -67.5% | +5.5% | -73.0% | -69.2% |
| YTD | -26.4% | +9.5% | -35.9% | -40.1% |
| All | -49.2% | +6.6% | -55.7% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling