+69.4%
USAR vs GPN
-19.5%
+88.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.7% | -0.7% | -3.3% |
| 7D | -4.4% | -6.2% | +1.8% | -4.2% |
| 30D | -10.4% | +1.0% | -11.4% | -10.4% |
| 3M | -18.4% | +36.9% | -55.3% | -20.3% |
| 6M | -8.8% | +16.8% | -25.6% | -10.5% |
| YTD | +43.4% | +13.2% | +30.1% | +41.4% |
| 1Y | +21.0% | +1.4% | +19.6% | +18.9% |
| 3Y | +67.7% | -28.6% | +96.4% | +68.6% |
| All | +69.4% | -19.5% | +88.9% | +70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling