+40.6%
GLW vs UMAC
+2.9%
+37.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -10.9% | +5.0% | -4.1% |
| 7D | -9.5% | -26.0% | +16.6% | -5.2% |
| 30D | -25.5% | -40.3% | +14.8% | -19.4% |
| 3M | -25.6% | -51.1% | +25.6% | -18.1% |
| 6M | -25.5% | -5.6% | -19.8% | -26.4% |
| YTD | +36.4% | +2.3% | +34.1% | +27.8% |
| 1Y | +40.6% | +7.9% | +32.7% | +30.3% |
| All | +40.6% | +2.9% | +37.7% | +30.3% |
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