+632.4%
GEV vs UMC
+223.3%
+409.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.3% | +2.8% |
| 7D | +1.6% | +9.0% | -7.4% | -1.5% |
| 30D | -7.9% | +17.2% | -25.2% | -13.4% |
| 3M | +5.6% | +11.4% | -5.8% | -0.3% |
| 6M | +13.1% | +137.5% | -124.5% | -22.7% |
| YTD | +46.7% | +193.1% | -146.4% | -13.3% |
| 1Y | +51.3% | +240.3% | -189.0% | -18.4% |
| All | +632.4% | +223.3% | +409.2% | +294.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling