+69.4%
USAR vs GTLB
-11.5%
+80.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -3.3% |
| 7D | -4.4% | -6.6% | +2.1% | -3.9% |
| 30D | -10.4% | +13.7% | -24.1% | -11.4% |
| 3M | -18.4% | +52.9% | -71.3% | -21.2% |
| 6M | -8.8% | +88.5% | -97.3% | -13.8% |
| YTD | +43.4% | +23.4% | +19.9% | +39.4% |
| 1Y | +21.0% | -3.8% | +24.8% | +18.8% |
| 3Y | +67.7% | -11.5% | +79.2% | +65.6% |
| All | +69.4% | -11.5% | +80.9% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling