+10.3%
GLXY vs UMAC
+342.2%
-331.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -6.4% | -0.6% | -5.5% |
| 7D | +4.5% | +3.3% | +1.3% | +3.8% |
| 30D | +28.8% | -10.4% | +39.2% | +30.2% |
| 3M | -23.0% | +1.8% | -24.8% | -25.7% |
| 6M | +17.0% | +40.7% | -23.7% | -5.7% |
| YTD | +12.5% | +90.9% | -78.4% | -19.5% |
| 1Y | -5.4% | +151.8% | -157.1% | -38.4% |
| All | +10.3% | +342.2% | -331.9% | -42.4% |
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