+7.1%
USAR vs GPN
+5.1%
+2.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -11.6% | -4.3% | -7.3% | -10.8% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -31.0% | +35.8% | -66.8% | -38.8% |
| 6M | -26.2% | +22.0% | -48.2% | -32.0% |
| YTD | +30.8% | +15.2% | +15.5% | +28.4% |
| 1Y | +7.1% | +3.5% | +3.6% | +16.7% |
| All | +7.1% | +5.1% | +2.0% | +16.7% |
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