+168.9%
UMAC vs GGLL
+72.6%
+96.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.1% | +9.4% | +9.4% |
| 7D | +14.7% | +1.9% | +12.8% | +14.0% |
| 30D | -0.5% | -9.7% | +9.2% | +3.1% |
| 3M | +0.5% | -18.0% | +18.5% | +7.8% |
| 6M | +57.9% | +15.3% | +42.7% | +37.8% |
| YTD | +103.9% | +2.2% | +101.7% | +82.5% |
| All | +168.9% | +72.6% | +96.3% | +68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling