+41.9%
GD vs UMAC
+237.0%
-195.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +13.3% | -11.0% | +2.0% |
| 7D | -3.0% | -5.5% | +2.5% | -3.0% |
| 30D | +9.3% | -35.3% | +44.6% | +10.0% |
| 3M | -7.2% | -48.4% | +41.2% | -6.3% |
| 6M | +5.5% | +0.4% | +5.0% | +4.6% |
| YTD | +9.5% | +5.8% | +3.7% | +8.2% |
| 1Y | +6.4% | +27.3% | -20.9% | +4.8% |
| All | +41.9% | +237.0% | -195.1% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling