+47.1%
GEN vs UMAC
+508.0%
-460.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | -0.1% |
| 7D | -2.9% | +3.3% | -6.2% | -3.0% |
| 30D | +2.1% | -10.4% | +12.4% | +2.1% |
| 3M | +19.7% | +1.8% | +18.0% | +19.4% |
| 6M | +33.3% | +40.7% | -7.5% | +31.4% |
| YTD | +11.1% | +90.9% | -79.8% | +8.7% |
| 1Y | +3.0% | +151.8% | -148.8% | -0.1% |
| All | +47.1% | +508.0% | -460.9% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling