+1,008.1%
GS vs UMC
+172.9%
+835.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.9% |
| 7D | +5.1% | +17.8% | -12.6% | +0.6% |
| 30D | +2.4% | -29.6% | +32.0% | +11.8% |
| 3M | -11.5% | -18.4% | +6.9% | -7.7% |
| 6M | -2.5% | -0.1% | -2.4% | -5.9% |
| YTD | +5.5% | +104.0% | -98.6% | -18.1% |
| 1Y | +11.0% | +121.5% | -110.5% | -15.7% |
| 3Y | +200.1% | +135.0% | +65.1% | +119.6% |
| 5Y | +154.7% | +83.0% | +71.7% | +94.1% |
| 10Y | +450.9% | +1,312.7% | -861.8% | +112.8% |
| All | +1,008.1% | +172.9% | +835.2% | +310.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling