+71.8%
GH vs UMAC
+2.9%
+68.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.9% | +7.2% | -2.7% |
| 7D | -7.7% | -26.0% | +18.4% | -5.3% |
| 30D | -10.0% | -40.3% | +30.4% | -6.2% |
| 3M | +5.5% | -51.1% | +56.6% | +10.7% |
| 6M | +84.9% | -5.6% | +90.6% | +80.4% |
| YTD | +65.0% | +2.3% | +62.8% | +54.3% |
| 1Y | +71.8% | +7.9% | +63.9% | +58.1% |
| All | +71.8% | +2.9% | +68.9% | +58.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling