+52.4%
GEV vs UMC
+112.5%
-60.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.7% |
| 7D | -5.1% | -14.7% | +9.5% | -0.8% |
| 30D | -15.8% | -32.9% | +17.0% | -6.0% |
| 3M | -18.2% | -22.2% | +4.0% | -12.7% |
| 6M | -22.4% | +25.9% | -48.3% | -24.8% |
| YTD | +27.7% | +107.9% | -80.2% | +10.0% |
| 1Y | +52.4% | +115.0% | -62.7% | +26.2% |
| All | +52.4% | +112.5% | -60.2% | +26.2% |
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