+262.7%
GE vs UMC
+262.0%
+0.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.0% | -6.8% | -3.5% |
| 7D | -1.2% | +13.6% | -14.9% | -3.3% |
| 30D | -11.3% | +20.8% | -32.0% | -14.1% |
| 3M | -1.4% | +16.1% | -17.5% | -5.4% |
| 6M | +1.2% | +137.3% | -136.1% | -16.5% |
| YTD | +5.9% | +193.8% | -187.8% | -18.3% |
| 1Y | +18.4% | +236.1% | -217.7% | -12.6% |
| All | +262.7% | +262.0% | +0.7% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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