+684.2%
UMAC vs GPC
+5.4%
+678.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.1% | -4.2% | -3.3% |
| 7D | -0.9% | +1.2% | -2.1% | -1.1% |
| 30D | -7.7% | +6.0% | -13.6% | -8.8% |
| 3M | -26.4% | +42.6% | -69.1% | -33.9% |
| 6M | +61.9% | +22.8% | +39.1% | +50.6% |
| YTD | +86.5% | +15.5% | +71.0% | +71.9% |
| 1Y | +156.3% | +2.0% | +154.3% | +148.4% |
| All | +684.2% | +5.4% | +678.7% | +503.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling