-16.2%
UMAC vs GPC
+22.8%
-39.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.7% | -6.6% |
| 7D | +10.1% | -1.3% | +11.4% | +9.9% |
| 30D | -39.1% | -6.0% | -33.1% | -39.5% |
| 3M | -56.2% | -7.6% | -48.6% | -56.7% |
| 6M | -16.2% | +24.2% | -40.4% | -33.2% |
| All | -16.2% | +22.8% | -39.1% | -33.2% |
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