+57.7%
USAR vs GPN
-27.4%
+85.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.8% | -7.7% | -6.1% |
| 7D | -9.3% | -3.5% | -5.8% | -9.2% |
| 30D | -15.2% | +3.1% | -18.3% | -15.3% |
| 3M | -21.1% | +42.3% | -63.4% | -23.3% |
| 6M | -21.6% | +20.9% | -42.4% | -23.1% |
| YTD | +34.8% | +15.2% | +19.6% | +32.8% |
| 1Y | +15.6% | +5.4% | +10.2% | +13.7% |
| All | +57.7% | -27.4% | +85.1% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling