+459.5%
GLW vs UMAC
+508.0%
-48.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.4% | +7.9% | +1.9% |
| 7D | +16.9% | +3.3% | +13.6% | +16.6% |
| 30D | +7.0% | -10.4% | +17.4% | +7.3% |
| 3M | -3.0% | +1.8% | -4.7% | -3.8% |
| 6M | +31.0% | +40.7% | -9.8% | +26.8% |
| YTD | +93.4% | +90.9% | +2.5% | +84.5% |
| 1Y | +134.7% | +151.8% | -17.0% | +121.4% |
| All | +459.5% | +508.0% | -48.5% | +411.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling