+54.5%
USAR vs GPN
-18.3%
+72.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | -11.6% | -4.6% | -7.0% | -11.5% |
| 30D | -15.5% | -0.3% | -15.2% | -15.5% |
| 3M | -31.0% | +35.4% | -66.5% | -32.6% |
| 6M | -26.2% | +21.7% | -47.9% | -27.6% |
| YTD | +30.8% | +14.9% | +15.9% | +28.9% |
| 1Y | +7.1% | +3.2% | +3.9% | +5.2% |
| 3Y | +53.0% | -27.1% | +80.1% | +53.7% |
| All | +54.5% | -18.3% | +72.8% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling