+198.8%
GS vs UMC
+137.2%
+61.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | +5.1% | +17.8% | -12.6% | +2.0% |
| 30D | +2.4% | -29.6% | +32.0% | +8.5% |
| 3M | -11.5% | -18.4% | +6.9% | -9.0% |
| 6M | -2.5% | -0.1% | -2.4% | -4.2% |
| YTD | +5.5% | +104.0% | -98.6% | -12.0% |
| 1Y | +11.0% | +121.5% | -110.5% | -9.4% |
| All | +198.8% | +137.2% | +61.6% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling