+1,082.0%
UMC vs GD
+190.6%
+891.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.7% |
| 7D | -17.0% | -5.0% | -12.0% | -15.7% |
| 30D | -40.6% | +8.9% | -49.5% | -42.1% |
| 3M | -27.9% | -8.0% | -19.8% | -26.3% |
| 6M | -7.5% | +2.9% | -10.4% | -9.2% |
| YTD | +79.3% | +7.1% | +72.2% | +72.7% |
| 1Y | +92.8% | +5.9% | +86.9% | +86.3% |
| 3Y | +108.2% | +53.9% | +54.3% | +75.2% |
| 5Y | +68.4% | +95.4% | -27.0% | +29.8% |
| All | +1,082.0% | +190.6% | +891.5% | +780.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling