-7.5%
GLXY vs UMAC
+138.6%
-146.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.8% | -3.2% |
| 7D | -8.9% | -4.0% | -4.9% | -8.0% |
| 30D | +19.9% | -9.4% | +29.3% | +20.8% |
| 3M | -20.0% | +3.0% | -22.9% | -23.2% |
| 6M | +10.5% | +27.2% | -16.7% | -10.0% |
| YTD | +7.9% | +84.7% | -76.8% | -27.2% |
| 1Y | -7.5% | +136.5% | -144.0% | -38.8% |
| All | -7.5% | +138.6% | -146.1% | -38.8% |
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