+12.1%
GS vs UMC
+88.4%
-76.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.9% | -0.9% |
| 7D | -3.2% | -17.0% | +13.8% | -0.8% |
| 30D | -2.4% | -40.6% | +38.2% | +4.2% |
| 3M | -15.7% | -27.9% | +12.1% | -12.3% |
| 6M | -6.8% | -7.5% | +0.7% | -3.8% |
| YTD | -0.1% | +79.3% | -79.4% | +2.7% |
| 1Y | +12.1% | +92.8% | -80.7% | +12.2% |
| All | +12.1% | +88.4% | -76.3% | +12.2% |
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 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