+156.3%
UMAC vs GPC
+0.2%
+156.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.0% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -7.7% | +5.1% | -12.8% | -7.2% |
| 3M | -26.4% | +41.5% | -68.0% | -26.7% |
| 6M | +61.9% | +21.8% | +40.0% | +52.8% |
| YTD | +86.5% | +14.6% | +71.9% | +68.7% |
| 1Y | +156.3% | +1.3% | +155.1% | +160.6% |
| All | +156.3% | +0.2% | +156.1% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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