-17.4%
GIS vs UMAC
+2.9%
-20.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -10.9% | +16.1% | +4.6% |
| 7D | +8.5% | -26.0% | +34.5% | +7.1% |
| 30D | +15.3% | -40.3% | +55.6% | +12.9% |
| 3M | +0.9% | -51.1% | +52.1% | -1.6% |
| 6M | +7.9% | -5.6% | +13.6% | +10.0% |
| YTD | -17.6% | +2.3% | -19.9% | -13.7% |
| 1Y | -17.4% | +7.9% | -25.2% | -12.2% |
| All | -17.4% | +2.9% | -20.3% | -12.2% |
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 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