+190.8%
GS vs UMAC
+549.5%
-358.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.5% | -0.6% |
| 7D | +3.4% | +14.7% | -11.3% | +2.8% |
| 30D | +0.2% | -0.5% | +0.7% | 0.0% |
| 3M | -0.3% | +0.5% | -0.8% | -1.1% |
| 6M | +27.4% | +57.9% | -30.6% | +23.4% |
| YTD | +19.6% | +103.9% | -84.3% | +14.7% |
| 1Y | +42.5% | +159.3% | -116.8% | +35.1% |
| All | +190.8% | +549.5% | -358.7% | +173.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling