+119.6%
GLW vs UMAC
+138.6%
-19.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | +0.1% | -2.7% |
| 7D | +11.7% | -4.0% | +15.7% | +12.3% |
| 30D | +2.7% | -9.4% | +12.1% | +3.2% |
| 3M | -2.8% | +3.0% | -5.8% | -5.3% |
| 6M | +20.2% | +27.2% | -7.0% | +10.5% |
| YTD | +87.3% | +84.7% | +2.6% | +60.7% |
| 1Y | +119.6% | +136.5% | -16.9% | +88.2% |
| All | +119.6% | +138.6% | -19.0% | +88.2% |
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