-14.3%
GME vs UMAC
+164.0%
-178.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | +7.2% | -0.9% | +8.1% | +7.2% |
| 30D | +0.8% | -7.7% | +8.4% | +0.9% |
| 3M | -14.0% | -26.4% | +12.5% | -13.6% |
| 6M | -19.7% | +61.9% | -81.6% | -23.1% |
| YTD | -4.6% | +86.5% | -91.1% | -10.2% |
| 1Y | -14.3% | +156.3% | -170.7% | -23.4% |
| All | -14.3% | +164.0% | -178.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling