+37.3%
GS vs UMAC
+141.5%
-104.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.6% | -0.2% |
| 7D | +2.4% | +3.3% | -0.8% | +2.1% |
| 30D | -0.1% | -10.4% | +10.3% | +0.3% |
| 3M | +0.2% | +1.8% | -1.6% | -1.6% |
| 6M | +24.8% | +40.7% | -15.9% | +16.9% |
| YTD | +18.8% | +90.9% | -72.1% | +6.9% |
| 1Y | +37.3% | +151.8% | -114.4% | +20.2% |
| All | +37.3% | +141.5% | -104.2% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling