-16.5%
UMAC vs GGLL
-53.8%
+37.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.4% | +10.4% |
| 7D | -23.4% | +3.1% | -26.5% | -23.9% |
| 30D | -45.6% | -36.3% | -9.3% | -38.5% |
| 3M | -50.9% | -40.4% | -10.5% | -43.5% |
| 6M | -16.5% | -54.6% | +38.1% | +6.6% |
| All | -16.5% | -53.8% | +37.3% | +6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling