+126.0%
GE vs UMC
+277.8%
-151.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.7% | -1.8% |
| 7D | +1.2% | +6.6% | -5.4% | -0.4% |
| 30D | -9.5% | +16.6% | -26.1% | -12.8% |
| 3M | +4.1% | +11.0% | -6.9% | -0.3% |
| 6M | +3.9% | +131.3% | -127.4% | -17.0% |
| YTD | +9.0% | +182.5% | -173.5% | -17.9% |
| 1Y | +21.9% | +222.3% | -200.3% | -11.2% |
| 3Y | +281.8% | +253.0% | +28.8% | +168.3% |
| 5Y | +436.7% | +141.8% | +294.9% | +302.4% |
| 10Y | +151.5% | +1,772.2% | -1,620.7% | +7.1% |
| All | +126.0% | +277.8% | -151.8% | -8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling