+181.4%
GE vs UMAC
+488.3%
-306.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | -0.3% |
| 7D | -2.8% | -4.0% | +1.2% | -2.7% |
| 30D | -11.9% | -9.4% | -2.5% | -11.8% |
| 3M | +1.8% | +3.0% | -1.1% | +1.4% |
| 6M | -0.6% | +27.2% | -27.8% | -2.2% |
| YTD | +5.5% | +84.7% | -79.2% | +2.5% |
| 1Y | +15.0% | +136.5% | -121.5% | +10.8% |
| All | +181.4% | +488.3% | -306.8% | +162.7% |
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