+157.1%
GS vs UMAC
+182.0%
-24.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +0.5% |
| 7D | +5.9% | -5.2% | +11.1% | +6.1% |
| 30D | +4.3% | -36.4% | +40.7% | +6.1% |
| 3M | -11.7% | -58.6% | +46.9% | -8.9% |
| 6M | -3.2% | -24.6% | +21.5% | -3.0% |
| YTD | +5.8% | -11.5% | +17.3% | +4.6% |
| 1Y | +16.0% | +16.9% | -0.9% | +13.6% |
| All | +157.1% | +182.0% | -24.9% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling