+41.4%
GS vs UMC
+209.4%
-168.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.5% |
| 7D | +0.9% | +5.0% | -4.0% | +0.3% |
| 30D | -1.6% | +7.7% | -9.2% | -2.6% |
| 3M | -4.5% | +1.7% | -6.1% | -5.0% |
| 6M | +20.9% | +113.9% | -93.0% | +14.2% |
| YTD | +19.9% | +168.9% | -149.0% | +10.5% |
| 1Y | +41.4% | +207.2% | -165.8% | +25.8% |
| All | +41.4% | +209.4% | -168.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling