+621.2%
GH vs UMAC
+488.3%
+133.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -2.1% |
| 7D | -1.2% | -4.0% | +2.8% | -1.1% |
| 30D | -3.7% | -9.4% | +5.7% | -3.6% |
| 3M | +21.7% | +3.0% | +18.7% | +20.3% |
| 6M | +75.7% | +27.2% | +48.6% | +69.3% |
| YTD | +55.7% | +84.7% | -29.0% | +46.5% |
| 1Y | +181.1% | +136.5% | +44.6% | +158.6% |
| All | +621.2% | +488.3% | +133.0% | +494.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling