+129.3%
GM vs UMAC
+473.8%
-344.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.5% |
| 7D | -2.4% | -3.4% | +1.0% | -2.4% |
| 30D | -1.1% | -15.1% | +14.0% | -0.8% |
| 3M | +6.1% | -10.8% | +16.9% | +5.9% |
| 6M | +15.0% | +15.7% | -0.7% | +12.9% |
| YTD | +6.0% | +80.1% | -74.2% | +2.4% |
| 1Y | +47.1% | +116.7% | -69.6% | +40.6% |
| All | +129.3% | +473.8% | -344.4% | +112.8% |
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