+411.8%
GE vs UMC
+77.4%
+334.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +2.7% | +11.2% | -8.5% | +0.3% |
| 30D | +8.1% | -28.0% | +36.1% | +15.3% |
| 3M | -7.9% | -20.5% | +12.7% | -4.5% |
| 6M | +12.9% | -1.6% | +14.5% | +7.8% |
| YTD | +8.2% | +99.4% | -91.2% | -17.1% |
| 1Y | +9.7% | +120.4% | -110.7% | -18.7% |
| 3Y | +266.1% | +134.2% | +131.9% | +158.1% |
| All | +411.8% | +77.4% | +334.3% | +266.4% |
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