+422.4%
GE vs UMC
+134.9%
+287.6%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.2% |
| 7D | -2.8% | +11.4% | -14.2% | -5.2% |
| 30D | -11.9% | +16.8% | -28.7% | -15.1% |
| 3M | +1.8% | +19.1% | -17.3% | -4.5% |
| 6M | -0.6% | +137.4% | -138.0% | -23.1% |
| YTD | +5.5% | +186.4% | -180.9% | -24.1% |
| 1Y | +15.0% | +229.1% | -214.1% | -21.2% |
| 3Y | +269.5% | +257.9% | +11.6% | +139.6% |
| 5Y | +422.4% | +137.5% | +284.9% | +258.3% |
| All | +422.4% | +134.9% | +287.6% | +258.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling