+24.8%
USAR vs GPN
+8.1%
+16.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | -2.1% | +0.8% | -2.9% | -2.3% |
| 30D | +2.6% | +5.8% | -3.2% | +1.2% |
| 3M | -35.0% | +37.0% | -72.0% | -42.0% |
| 6M | -6.9% | +20.1% | -27.0% | -14.4% |
| YTD | +48.0% | +20.4% | +27.6% | +43.7% |
| 1Y | +24.8% | +7.4% | +17.4% | +34.1% |
| All | +24.8% | +8.1% | +16.7% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling