+240.3%
UMC vs GAP
-7.6%
+247.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.5% | +2.0% |
| 7D | +9.0% | -4.1% | +13.1% | +9.4% |
| 30D | +17.2% | +6.2% | +11.0% | +16.3% |
| 3M | +11.4% | -0.7% | +12.1% | +11.7% |
| 6M | +137.5% | -7.1% | +144.6% | +141.5% |
| YTD | +193.1% | -14.1% | +207.2% | +196.8% |
| 1Y | +240.3% | -8.5% | +248.8% | +224.6% |
| All | +240.3% | -7.6% | +247.9% | +224.6% |
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