-26.3%
USAR vs GD
+76.5%
-102.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.3% | -7.2% | -9.3% |
| 7D | -29.5% | -3.9% | -25.6% | -29.1% |
| 30D | -46.0% | +8.1% | -54.1% | -46.4% |
| 3M | -56.8% | -6.8% | -50.0% | -56.4% |
| 6M | -72.9% | +3.0% | -75.9% | -73.0% |
| YTD | -37.6% | +7.8% | -45.4% | -37.6% |
| 1Y | -56.0% | +5.8% | -61.8% | -56.1% |
| 3Y | -27.5% | +55.3% | -82.9% | -22.7% |
| All | -26.3% | +76.5% | -102.8% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling