+74.9%
USAR vs GD
+77.2%
-2.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.3% |
| 7D | -2.1% | -5.3% | +3.1% | -1.5% |
| 30D | +2.6% | -6.4% | +9.1% | +3.4% |
| 3M | -35.0% | +5.7% | -40.7% | -35.5% |
| 6M | -6.9% | -0.9% | -5.9% | -6.4% |
| YTD | +48.0% | +8.2% | +39.8% | +47.9% |
| 1Y | +24.8% | +13.4% | +11.4% | +26.3% |
| 3Y | +73.2% | +68.5% | +4.7% | +84.6% |
| All | +74.9% | +77.2% | -2.3% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling