+300.1%
GLW vs UMAC
+216.2%
+83.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.5% | +7.0% | +7.4% |
| 7D | +1.4% | -2.9% | +4.3% | +1.7% |
| 30D | -18.2% | -35.6% | +17.4% | -16.0% |
| 3M | -24.2% | -51.3% | +27.1% | -21.1% |
| 6M | -41.7% | -17.5% | -24.2% | -41.4% |
| YTD | +38.3% | -0.7% | +39.0% | +37.1% |
| 1Y | +38.2% | +16.5% | +21.7% | +35.9% |
| All | +300.1% | +216.2% | +83.8% | +279.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling