+486.7%
GS vs UMC
+1,101.2%
-614.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -1.1% |
| 7D | -3.2% | -17.0% | +13.8% | +0.4% |
| 30D | -2.4% | -40.6% | +38.2% | +8.2% |
| 3M | -15.7% | -27.9% | +12.1% | -10.6% |
| 6M | -6.8% | -7.5% | +0.7% | -7.7% |
| YTD | -0.1% | +79.3% | -79.4% | -15.9% |
| 1Y | +12.1% | +92.8% | -80.7% | -7.3% |
| 3Y | +185.8% | +108.2% | +77.6% | +128.3% |
| 5Y | +140.1% | +68.4% | +71.6% | +95.0% |
| All | +486.7% | +1,101.2% | -614.5% | +184.8% |
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 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