+632.4%
GEV vs UMAC
+992.9%
-360.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.5% | +6.1% | +3.7% |
| 7D | +1.6% | -3.4% | +5.0% | +1.8% |
| 30D | -7.9% | -15.1% | +7.1% | -7.4% |
| 3M | +5.6% | -10.8% | +16.4% | +5.4% |
| 6M | +13.1% | +15.7% | -2.6% | +9.8% |
| YTD | +46.7% | +80.1% | -33.4% | +39.4% |
| 1Y | +51.3% | +116.7% | -65.4% | +42.1% |
| All | +632.4% | +992.9% | -360.4% | +586.9% |
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