+253.9%
UMC vs GAP
+103.6%
+150.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.3% |
| 7D | +11.4% | -6.3% | +17.7% | +12.2% |
| 30D | +16.8% | -0.2% | +17.0% | +16.6% |
| 3M | +19.1% | 0.0% | +19.1% | +18.8% |
| 6M | +137.4% | -8.1% | +145.5% | +138.9% |
| YTD | +186.4% | -16.5% | +202.8% | +189.8% |
| 1Y | +229.1% | -10.5% | +239.5% | +229.0% |
| All | +253.9% | +103.6% | +150.3% | +206.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling