+54.5%
USAR vs GFI
+223.4%
-168.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.6% |
| 7D | -11.6% | -4.9% | -6.8% | -10.3% |
| 30D | -15.5% | +10.7% | -26.2% | -17.9% |
| 3M | -31.0% | +25.6% | -56.7% | -35.6% |
| 6M | -26.2% | -8.3% | -18.0% | -25.8% |
| YTD | +30.8% | +6.3% | +24.4% | +29.0% |
| 1Y | +7.1% | +22.1% | -15.0% | +4.1% |
| 3Y | +53.0% | +289.2% | -236.2% | +38.4% |
| All | +54.5% | +223.4% | -168.8% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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