+20.3%
GLD vs UMAC
+146.7%
-126.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.3% | +1.3% |
| 7D | +0.1% | +3.3% | -3.1% | -0.1% |
| 30D | +0.2% | -10.4% | +10.6% | +0.4% |
| 3M | +3.2% | +1.8% | +1.5% | +1.8% |
| 6M | -14.6% | +40.7% | -55.4% | -18.5% |
| YTD | +1.8% | +90.9% | -89.1% | -5.6% |
| All | +20.3% | +146.7% | -126.3% | +8.3% |
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