+115.0%
UMC vs GAP
+10.4%
+104.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.0% | -10.1% | -2.6% |
| 7D | -14.7% | +8.0% | -22.6% | -15.1% |
| 30D | -32.9% | +2.7% | -35.5% | -32.9% |
| 3M | -22.2% | +16.0% | -38.2% | -23.3% |
| 6M | +25.9% | +2.0% | +23.9% | +26.3% |
| YTD | +107.9% | -4.4% | +112.3% | +109.2% |
| 1Y | +115.0% | +9.2% | +105.8% | +114.3% |
| All | +115.0% | +10.4% | +104.6% | +114.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling