+74.9%
USAR vs GPC
-7.6%
+82.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | +2.6% | +6.0% | -3.3% | +1.9% |
| 3M | -35.0% | +42.6% | -77.6% | -38.6% |
| 6M | -6.9% | +22.8% | -29.6% | -10.8% |
| YTD | +48.0% | +15.5% | +32.5% | +42.5% |
| 1Y | +24.8% | +2.0% | +22.8% | +20.6% |
| 3Y | +73.2% | -1.4% | +74.7% | +69.3% |
| All | +74.9% | -7.6% | +82.5% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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