+684.2%
UMAC vs GGLL
+222.1%
+462.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.3% |
| 7D | -0.9% | -4.8% | +3.9% | +0.8% |
| 30D | -7.7% | -13.7% | +6.0% | -3.1% |
| 3M | -26.4% | -21.9% | -4.6% | -20.7% |
| 6M | +61.9% | +11.7% | +50.2% | +50.3% |
| YTD | +86.5% | +2.3% | +84.2% | +76.3% |
| 1Y | +156.3% | +76.2% | +80.1% | +100.3% |
| All | +684.2% | +222.1% | +462.0% | +388.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling