+441.8%
GLW vs UMAC
+488.3%
-46.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -3.0% |
| 7D | +11.7% | -4.0% | +15.7% | +12.0% |
| 30D | +2.7% | -9.4% | +12.1% | +2.9% |
| 3M | -2.8% | +3.0% | -5.8% | -3.6% |
| 6M | +20.2% | +27.2% | -7.0% | +16.8% |
| YTD | +87.3% | +84.7% | +2.6% | +79.0% |
| 1Y | +119.6% | +136.5% | -16.9% | +107.6% |
| All | +441.8% | +488.3% | -46.5% | +395.9% |
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