+69.4%
USAR vs GFI
+237.2%
-167.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -4.4% | +4.7% | -9.1% | -5.8% |
| 30D | -10.4% | +14.4% | -24.8% | -13.9% |
| 3M | -18.4% | +32.5% | -50.9% | -25.0% |
| 6M | -8.8% | -7.2% | -1.7% | -8.9% |
| YTD | +43.4% | +10.9% | +32.5% | +39.6% |
| 1Y | +21.0% | +35.5% | -14.5% | +15.4% |
| 3Y | +67.7% | +312.1% | -244.4% | +49.8% |
| All | +69.4% | +237.2% | -167.8% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling