+207.2%
UMC vs GAP
+1.5%
+205.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.5% |
| 7D | +5.0% | -4.5% | +9.4% | +5.5% |
| 30D | +7.7% | +9.0% | -1.4% | +6.5% |
| 3M | +1.7% | +5.0% | -3.3% | +1.3% |
| 6M | +113.9% | -17.8% | +131.7% | +118.4% |
| YTD | +168.9% | -10.4% | +179.3% | +171.1% |
| 1Y | +207.2% | -3.4% | +210.6% | +190.5% |
| All | +207.2% | +1.5% | +205.7% | +190.5% |
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