+40.1%
GD vs UMAC
+494.0%
-453.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.1% | +1.3% | -1.7% |
| 7D | -5.3% | -0.9% | -4.3% | -5.2% |
| 30D | -6.4% | -7.7% | +1.2% | -6.4% |
| 3M | +5.7% | -26.4% | +32.1% | +5.9% |
| 6M | -0.9% | +61.9% | -62.8% | -2.6% |
| YTD | +8.2% | +86.5% | -78.3% | +5.9% |
| 1Y | +13.4% | +156.3% | -142.9% | +10.5% |
| All | +40.1% | +494.0% | -453.9% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling