+42.5%
GS vs UMC
+226.5%
-184.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -0.8% |
| 7D | +3.4% | +6.6% | -3.2% | +2.5% |
| 30D | +0.2% | +16.6% | -16.4% | -1.8% |
| 3M | -0.3% | +11.0% | -11.3% | -1.8% |
| 6M | +27.4% | +131.3% | -103.9% | +19.7% |
| YTD | +19.6% | +182.5% | -162.8% | +9.9% |
| 1Y | +42.5% | +222.3% | -179.8% | +27.4% |
| All | +42.5% | +226.5% | -184.1% | +27.4% |
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