+42.4%
GD vs UMAC
+182.0%
-139.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.8% | +0.2% |
| 7D | +2.7% | -5.2% | +7.9% | +2.7% |
| 30D | +8.6% | -36.4% | +45.0% | +9.4% |
| 3M | -7.1% | -58.6% | +51.5% | -5.8% |
| 6M | +7.5% | -24.6% | +32.1% | +7.2% |
| YTD | +9.9% | -11.5% | +21.4% | +8.9% |
| 1Y | +7.6% | +16.9% | -9.3% | +6.1% |
| All | +42.4% | +182.0% | -139.6% | +40.1% |
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 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