+13,245.4%
GOOG vs UMC
+844.4%
+12,401.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -2.5% | +11.4% | -13.9% | -5.0% |
| 30D | -3.6% | +16.8% | -20.4% | -7.2% |
| 3M | -6.4% | +19.1% | -25.5% | -12.0% |
| 6M | +7.8% | +137.4% | -129.7% | -14.9% |
| YTD | +5.5% | +186.4% | -180.9% | -21.4% |
| 1Y | +38.3% | +229.1% | -190.8% | -0.6% |
| 3Y | +143.1% | +257.9% | -114.8% | +68.5% |
| 5Y | +135.0% | +137.5% | -2.5% | +76.3% |
| 10Y | +778.1% | +1,808.2% | -1,030.1% | +279.3% |
| All | +13,245.4% | +844.4% | +12,401.0% | +5,060.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling