-21.2%
USAR vs GTLB
+4.1%
-25.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +8.8% | -3.5% | +12.3% | +9.1% |
| 30D | -28.5% | -9.0% | -19.5% | -27.6% |
| 3M | -56.2% | +15.9% | -72.0% | -56.7% |
| 6M | -68.4% | +104.9% | -173.3% | -70.3% |
| YTD | -32.2% | +26.0% | -58.2% | -34.1% |
| 1Y | -52.3% | +1.8% | -54.1% | -53.2% |
| All | -21.2% | +4.1% | -25.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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