-24.6%
UMAC vs GPC
+25.0%
-49.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.4% | -5.1% | -4.6% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | -36.4% | -6.3% | -30.1% | -36.7% |
| 3M | -58.6% | -8.2% | -50.4% | -59.0% |
| 6M | -24.6% | +27.1% | -51.7% | -44.0% |
| All | -24.6% | +25.0% | -49.7% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling