-36.5%
GTLB vs UMAC
+473.8%
-510.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | -0.6% |
| 7D | -5.7% | -3.4% | -2.3% | -5.6% |
| 30D | +15.1% | -15.1% | +30.2% | +15.6% |
| 3M | +65.5% | -10.8% | +76.2% | +65.2% |
| 6M | +102.9% | +15.7% | +87.2% | +98.1% |
| YTD | +25.2% | +80.1% | -54.9% | +20.0% |
| 1Y | -5.5% | +116.7% | -122.2% | -10.5% |
| All | -36.5% | +473.8% | -510.3% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 10y: compounded portfolio wealth divided by compounded UMAC 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…
10y analysis · Full analysis span regression · 6 months rolling