-16.3%
GFS vs UMAC
+508.0%
-524.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +2.1% |
| 7D | +4.5% | +3.3% | +1.2% | +4.3% |
| 30D | -8.2% | -10.4% | +2.2% | -8.0% |
| 3M | -38.9% | +1.8% | -40.6% | -39.2% |
| 6M | -2.9% | +40.7% | -43.6% | -4.7% |
| YTD | +31.8% | +90.9% | -59.1% | +28.1% |
| 1Y | +43.1% | +151.8% | -108.6% | +37.9% |
| All | -16.3% | +508.0% | -524.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling