+136.0%
GOOG vs UMC
+143.5%
-7.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.9% |
| 7D | 0.0% | +9.0% | -9.0% | -2.3% |
| 30D | -2.0% | +17.2% | -19.2% | -6.2% |
| 3M | -5.9% | +11.4% | -17.3% | -10.9% |
| 6M | +8.9% | +137.5% | -128.6% | -21.0% |
| YTD | +7.1% | +193.1% | -186.0% | -30.0% |
| 1Y | +39.7% | +240.3% | -200.6% | -14.4% |
| 3Y | +145.8% | +262.2% | -116.3% | +39.9% |
| All | +136.0% | +143.5% | -7.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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