-34.5%
GPN vs UMAC
+473.8%
-508.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | 0.0% |
| 7D | -4.3% | -3.4% | -0.9% | -4.3% |
| 30D | 0.0% | -15.1% | +15.1% | +0.2% |
| 3M | +35.8% | -10.8% | +46.6% | +35.7% |
| 6M | +22.0% | +15.7% | +6.3% | +20.3% |
| YTD | +15.2% | +80.1% | -64.9% | +12.0% |
| 1Y | +3.5% | +116.7% | -113.2% | -0.3% |
| All | -34.5% | +473.8% | -508.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling