+38.7%
GD vs UMAC
+197.5%
-158.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +10.8% | -11.4% | -0.8% |
| 7D | -5.0% | -23.4% | +18.4% | -4.6% |
| 30D | +8.9% | -45.6% | +54.5% | +10.0% |
| 3M | -8.0% | -50.9% | +42.8% | -7.1% |
| 6M | +2.9% | -16.5% | +19.4% | +2.5% |
| YTD | +7.1% | -6.6% | +13.7% | +6.0% |
| 1Y | +5.9% | +10.7% | -4.8% | +4.5% |
| All | +38.7% | +197.5% | -158.8% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling