+5.9%
GD vs UMAC
-1.9%
+7.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -1.0% |
| 7D | -5.0% | -23.4% | +18.4% | -4.2% |
| 30D | +8.9% | -45.6% | +54.5% | +11.1% |
| 3M | -8.0% | -50.9% | +42.8% | -6.1% |
| 6M | +2.9% | -16.5% | +19.4% | +1.2% |
| YTD | +7.1% | -6.6% | +13.7% | +2.2% |
| 1Y | +5.9% | +10.7% | -4.8% | -0.3% |
| All | +5.9% | -1.9% | +7.8% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling