+138.3%
GOOGL vs UMC
+134.9%
+3.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -2.8% | +11.4% | -14.2% | -5.6% |
| 30D | -3.2% | +16.8% | -20.0% | -7.3% |
| 3M | -6.6% | +19.1% | -25.7% | -13.7% |
| 6M | +8.5% | +137.4% | -129.0% | -21.4% |
| YTD | +6.5% | +186.4% | -179.9% | -30.0% |
| 1Y | +39.4% | +229.1% | -189.7% | -13.6% |
| 3Y | +146.2% | +257.9% | -111.7% | +40.4% |
| 5Y | +138.3% | +137.5% | +0.8% | +49.8% |
| All | +138.3% | +134.9% | +3.5% | +49.8% |
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