+80.2%
USAR vs GLXY
+12.0%
+68.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -2.1% | +13.4% | -15.6% | -7.2% |
| 30D | +2.6% | +38.1% | -35.5% | -10.2% |
| 3M | -35.0% | -7.3% | -27.7% | -34.6% |
| 6M | -6.9% | +8.2% | -15.1% | -11.3% |
| YTD | +48.0% | +17.8% | +30.2% | +29.4% |
| 1Y | +24.8% | +14.9% | +9.9% | +19.0% |
| All | +80.2% | +12.0% | +68.2% | +71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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