+702.6%
UMAC vs GPC
+3.3%
+699.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | +3.3% | -0.6% | +3.9% | +3.3% |
| 30D | -10.4% | +1.3% | -11.7% | -10.8% |
| 3M | +1.8% | +37.1% | -35.3% | -7.6% |
| 6M | +40.7% | +23.2% | +17.5% | +30.6% |
| YTD | +90.9% | +13.1% | +77.8% | +76.5% |
| 1Y | +151.8% | +0.9% | +150.9% | +143.8% |
| All | +702.6% | +3.3% | +699.4% | +520.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling