+185.7%
GS vs UMC
+118.0%
+67.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -1.0% |
| 7D | +0.9% | +5.0% | -4.0% | -0.2% |
| 30D | -1.6% | +7.7% | -9.2% | -3.4% |
| 3M | -4.5% | +1.7% | -6.1% | -6.3% |
| 6M | +20.9% | +113.9% | -93.0% | -2.4% |
| YTD | +19.9% | +168.9% | -149.0% | -11.0% |
| 1Y | +41.4% | +207.2% | -165.8% | +0.5% |
| 3Y | +239.2% | +227.7% | +11.5% | +130.2% |
| All | +185.7% | +118.0% | +67.7% | +109.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling