+57.7%
GEV vs UMC
+209.4%
-151.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.6% | -4.6% | -1.3% |
| 7D | +3.3% | +5.0% | -1.7% | +1.8% |
| 30D | -7.5% | +7.7% | -15.1% | -9.6% |
| 3M | -2.2% | +1.7% | -3.8% | -3.4% |
| 6M | +12.1% | +113.9% | -101.8% | -9.1% |
| YTD | +44.4% | +168.9% | -124.5% | +3.8% |
| 1Y | +57.7% | +207.2% | -149.5% | +1.3% |
| All | +57.7% | +209.4% | -151.8% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling