+642.6%
GS vs UMC
+1,742.7%
-1,100.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -1.2% |
| 7D | +3.4% | +6.6% | -3.2% | +2.0% |
| 30D | +0.2% | +16.6% | -16.4% | -3.1% |
| 3M | -0.3% | +11.0% | -11.3% | -3.8% |
| 6M | +27.4% | +131.3% | -103.9% | +4.1% |
| YTD | +19.6% | +182.5% | -162.8% | -7.8% |
| 1Y | +42.5% | +222.3% | -179.8% | +6.2% |
| 3Y | +240.4% | +253.0% | -12.6% | +145.0% |
| 5Y | +188.9% | +141.8% | +47.1% | +118.5% |
| 10Y | +642.6% | +1,772.2% | -1,129.7% | +225.2% |
| All | +642.6% | +1,742.7% | -1,100.1% | +225.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling