+41.5%
GME vs UMAC
+488.3%
-446.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.2% | +5.8% | +2.7% |
| 7D | +6.0% | -4.0% | +10.0% | +6.2% |
| 30D | +8.3% | -9.4% | +17.7% | +8.5% |
| 3M | -9.1% | +3.0% | -12.0% | -10.0% |
| 6M | -16.3% | +27.2% | -43.5% | -19.7% |
| YTD | +1.5% | +84.7% | -83.2% | -5.1% |
| 1Y | -16.3% | +136.5% | -152.8% | -23.6% |
| All | +41.5% | +488.3% | -446.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling