-49.1%
GLXY vs UMAC
-14.2%
-34.9%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.5% | +12.7% | +13.1% |
| 7D | +14.3% | -2.9% | +17.2% | +14.7% |
| 30D | -19.6% | -35.6% | +16.0% | -11.4% |
| 3M | -20.7% | -51.3% | +30.6% | -9.8% |
| All | -49.1% | -14.2% | -34.9% | -46.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling