+317.5%
UMAC vs GGLL
+130.4%
+187.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | -1.0% |
| 7D | -2.9% | +2.9% | -5.8% | -3.5% |
| 30D | -35.6% | -33.1% | -2.5% | -27.1% |
| 3M | -51.3% | -31.2% | -20.1% | -45.5% |
| 6M | -17.5% | -49.4% | +31.8% | +1.1% |
| YTD | -0.7% | -26.8% | +26.1% | +3.8% |
| 1Y | +16.5% | -17.7% | +34.2% | +16.3% |
| All | +317.5% | +130.4% | +187.1% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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