+123.2%
GLW vs UMAC
+164.0%
-40.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.1% | +8.7% | +6.1% |
| 7D | +3.8% | -0.9% | +4.7% | +3.8% |
| 30D | -1.3% | -7.7% | +6.3% | -1.2% |
| 3M | -21.8% | -26.4% | +4.6% | -20.7% |
| 6M | +6.9% | +61.9% | -55.0% | -4.9% |
| YTD | +77.2% | +86.5% | -9.3% | +51.7% |
| 1Y | +123.2% | +156.3% | -33.1% | +89.5% |
| All | +123.2% | +164.0% | -40.8% | +89.5% |
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