+613.7%
GH vs UMAC
+473.8%
+140.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.9% |
| 7D | -2.5% | -3.4% | +0.9% | -2.4% |
| 30D | -4.7% | -15.1% | +10.4% | -4.3% |
| 3M | +20.2% | -10.8% | +31.0% | +19.8% |
| 6M | +78.8% | +15.7% | +63.1% | +73.1% |
| YTD | +54.1% | +80.1% | -26.1% | +45.2% |
| 1Y | +177.1% | +116.7% | +60.4% | +156.0% |
| All | +613.7% | +473.8% | +140.0% | +488.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling