-17.8%
GEHC vs UMAC
+129.0%
-146.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.5% |
| 7D | -7.2% | -3.4% | -3.8% | -7.2% |
| 30D | -11.6% | -15.1% | +3.5% | -11.6% |
| 3M | -0.8% | -10.8% | +9.9% | -0.1% |
| 6M | -11.9% | +15.7% | -27.6% | -12.2% |
| YTD | -21.9% | +80.1% | -102.1% | -23.7% |
| 1Y | -17.8% | +116.7% | -134.6% | -23.4% |
| All | -17.8% | +129.0% | -146.9% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling