-47.2%
GLXY vs UMAC
+8.8%
-56.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.6% | -0.6% | -4.0% |
| 7D | +5.3% | -5.2% | +10.5% | +6.8% |
| 30D | -19.8% | -36.4% | +16.6% | -9.0% |
| 3M | -31.4% | -58.6% | +27.2% | -15.5% |
| 6M | -53.3% | -24.6% | -28.7% | -54.6% |
| YTD | -35.7% | -11.5% | -24.2% | -49.3% |
| 1Y | -47.2% | +16.9% | -64.1% | -64.7% |
| All | -47.2% | +8.8% | -56.0% | -64.7% |
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