-33.4%
GLXY vs UMAC
+115.1%
-148.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.5% | +1.5% | -3.2% |
| 7D | +16.9% | +10.1% | +6.8% | +13.9% |
| 30D | -23.0% | -39.1% | +16.2% | -11.9% |
| 3M | -28.0% | -56.2% | +28.2% | -12.7% |
| 6M | -51.6% | -16.2% | -35.4% | -54.0% |
| YTD | -32.1% | -7.1% | -25.0% | -41.7% |
| 1Y | -51.5% | +10.3% | -61.7% | -60.8% |
| All | -33.4% | +115.1% | -148.5% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling