-12.1%
GDDY vs UMAC
+473.8%
-485.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.5% | +4.2% | +1.7% |
| 7D | -3.2% | -3.4% | +0.2% | -3.2% |
| 30D | +6.8% | -15.1% | +21.9% | +6.8% |
| 3M | +30.5% | -10.8% | +41.2% | +30.7% |
| 6M | +13.3% | +15.7% | -2.4% | +13.1% |
| YTD | -21.0% | +80.1% | -101.1% | -21.7% |
| 1Y | -34.0% | +116.7% | -150.7% | -35.0% |
| All | -12.1% | +473.8% | -485.9% | -18.3% |
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 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