+15.5%
GLXY vs UMAC
+332.0%
-316.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | +0.1% |
| 7D | +13.4% | -0.9% | +14.4% | +13.8% |
| 30D | +38.1% | -7.7% | +45.8% | +38.2% |
| 3M | -7.3% | -26.4% | +19.1% | -4.0% |
| 6M | +8.2% | +61.9% | -53.7% | -17.0% |
| YTD | +17.8% | +86.5% | -68.7% | -15.3% |
| 1Y | +14.9% | +156.3% | -141.4% | -25.5% |
| All | +15.5% | +332.0% | -316.5% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling