+271.0%
GFI vs UMAC
+473.8%
-202.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.2% |
| 7D | -4.9% | -3.4% | -1.4% | -4.8% |
| 30D | +10.7% | -15.1% | +25.8% | +11.0% |
| 3M | +25.6% | -10.8% | +36.4% | +25.4% |
| 6M | -8.3% | +15.7% | -23.9% | -9.4% |
| YTD | +6.3% | +80.1% | -73.8% | +4.3% |
| 1Y | +22.1% | +116.7% | -94.6% | +19.6% |
| All | +271.0% | +473.8% | -202.7% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling