+1,772.2%
UMC vs GD
+189.7%
+1,582.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.8% | +5.8% | +5.3% |
| 7D | +6.6% | -3.5% | +10.1% | +7.7% |
| 30D | +16.6% | -9.0% | +25.6% | +19.8% |
| 3M | +11.0% | +5.1% | +5.9% | +8.5% |
| 6M | +131.3% | -1.0% | +132.3% | +129.9% |
| YTD | +182.5% | +7.3% | +175.2% | +172.3% |
| 1Y | +222.3% | +12.4% | +209.8% | +205.4% |
| 3Y | +253.0% | +73.7% | +179.3% | +184.2% |
| 5Y | +141.8% | +93.8% | +48.1% | +87.0% |
| 10Y | +1,772.2% | +190.6% | +1,581.6% | +1,206.7% |
| All | +1,772.2% | +189.7% | +1,582.5% | +1,206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling