+42.3%
GD vs UMAC
+195.7%
-153.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.5% | +5.4% | -1.0% |
| 7D | +1.9% | +10.1% | -8.3% | +1.7% |
| 30D | +9.2% | -39.1% | +48.4% | +10.1% |
| 3M | -7.5% | -56.2% | +48.8% | -6.3% |
| 6M | +5.8% | -16.2% | +22.0% | +5.3% |
| YTD | +9.8% | -7.1% | +16.9% | +8.7% |
| 1Y | +5.8% | +10.3% | -4.5% | +4.4% |
| All | +42.3% | +195.7% | -153.5% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling