-31.9%
GIS vs UMAC
+549.5%
-581.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +9.3% | -10.9% | -1.5% |
| 7D | -8.3% | +14.7% | -23.0% | -8.2% |
| 30D | +2.2% | -0.5% | +2.7% | +2.2% |
| 3M | +15.7% | +0.5% | +15.2% | +16.0% |
| 6M | -12.0% | +57.9% | -69.9% | -11.5% |
| YTD | -15.0% | +103.9% | -118.9% | -14.5% |
| 1Y | -20.1% | +159.3% | -179.4% | -19.8% |
| All | -31.9% | +549.5% | -581.4% | -32.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling