-19.4%
GEHC vs UMAC
+549.5%
-568.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +9.3% | -12.4% | -3.2% |
| 7D | -5.2% | +14.7% | -19.9% | -5.4% |
| 30D | -7.0% | -0.5% | -6.5% | -7.0% |
| 3M | +3.3% | +0.5% | +2.8% | +3.1% |
| 6M | -10.0% | +57.9% | -67.9% | -12.0% |
| YTD | -18.5% | +103.9% | -122.4% | -21.1% |
| 1Y | -14.4% | +159.3% | -173.7% | -18.2% |
| All | -19.4% | +549.5% | -568.9% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling