-36.1%
GTLB vs UMAC
+488.3%
-524.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.2% |
| 7D | -4.1% | -4.0% | -0.1% | -4.0% |
| 30D | +12.3% | -9.4% | +21.7% | +12.5% |
| 3M | +65.9% | +3.0% | +62.9% | +64.7% |
| 6M | +104.0% | +27.2% | +76.8% | +98.5% |
| YTD | +26.0% | +84.7% | -58.7% | +20.7% |
| 1Y | -3.5% | +136.5% | -140.0% | -8.8% |
| All | -36.1% | +488.3% | -524.4% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling