+627.7%
GEV vs UMC
+224.0%
+403.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.0% | -6.1% | -3.5% |
| 7D | +3.2% | +13.6% | -10.5% | -1.6% |
| 30D | -4.0% | +20.8% | -24.8% | -10.7% |
| 3M | +3.4% | +16.1% | -12.7% | -3.9% |
| 6M | +14.7% | +137.3% | -122.6% | -21.6% |
| YTD | +45.8% | +193.8% | -148.0% | -14.0% |
| 1Y | +57.4% | +236.1% | -178.7% | -14.5% |
| All | +627.7% | +224.0% | +403.7% | +291.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling