+457.2%
GS vs UMC
+1,204.4%
-747.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.6% | -8.3% | +9.9% | +3.2% |
| 30D | +1.7% | -34.5% | +36.2% | +10.5% |
| 3M | -11.6% | -20.0% | +8.4% | -8.2% |
| 6M | -1.9% | -0.7% | -1.2% | -4.3% |
| YTD | +5.1% | +94.7% | -89.7% | -13.2% |
| 1Y | +16.4% | +106.0% | -89.6% | -5.2% |
| 3Y | +199.0% | +124.3% | +74.7% | +134.9% |
| 5Y | +157.4% | +78.0% | +79.5% | +106.4% |
| 10Y | +457.2% | +1,225.9% | -768.7% | +161.2% |
| All | +457.2% | +1,204.4% | -747.2% | +161.2% |
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