-14.9%
GME vs UMAC
+129.0%
-143.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.8% |
| 7D | +10.4% | -3.4% | +13.8% | +10.4% |
| 30D | +14.1% | -15.1% | +29.2% | +14.3% |
| 3M | -4.6% | -10.8% | +6.1% | -4.8% |
| 6M | -13.5% | +15.7% | -29.2% | -16.4% |
| YTD | +5.3% | +80.1% | -74.8% | -0.5% |
| 1Y | -14.9% | +116.7% | -131.6% | -21.0% |
| All | -14.9% | +129.0% | -143.9% | -21.0% |
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