+757.4%
UMAC vs GPC
+2.4%
+755.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.9% | +12.3% | +9.9% |
| 7D | +14.7% | +0.2% | +14.5% | +14.6% |
| 30D | -0.5% | -0.4% | -0.1% | -0.6% |
| 3M | +0.5% | +39.2% | -38.7% | -9.3% |
| 6M | +57.9% | +18.2% | +39.7% | +48.0% |
| YTD | +103.9% | +12.1% | +91.8% | +88.9% |
| 1Y | +159.3% | -0.7% | +159.9% | +152.3% |
| All | +757.4% | +2.4% | +755.1% | +563.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling