+39.0%
GD vs UMAC
+549.5%
-510.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +9.3% | -10.1% | -1.0% |
| 7D | -3.5% | +14.7% | -18.2% | -3.7% |
| 30D | -9.0% | -0.5% | -8.5% | -9.1% |
| 3M | +5.1% | +0.5% | +4.6% | +4.7% |
| 6M | -1.0% | +57.9% | -58.9% | -2.7% |
| YTD | +7.3% | +103.9% | -96.6% | +4.9% |
| 1Y | +12.4% | +159.3% | -146.8% | +9.4% |
| All | +39.0% | +549.5% | -510.5% | +34.9% |
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