+279.8%
GLW vs UMAC
+182.0%
+97.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.6% | +0.3% | -4.0% |
| 7D | +7.7% | -5.2% | +13.0% | +8.2% |
| 30D | -18.8% | -36.4% | +17.5% | -16.5% |
| 3M | -27.7% | -58.6% | +30.9% | -24.1% |
| 6M | -44.4% | -24.6% | -19.8% | -43.7% |
| YTD | +31.3% | -11.5% | +42.7% | +31.1% |
| 1Y | +40.0% | +16.9% | +23.2% | +38.3% |
| All | +279.8% | +182.0% | +97.8% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling