+1,198.4%
UMC vs GD
+185.2%
+1,013.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +6.8% |
| 7D | -9.2% | -3.0% | -6.1% | -8.2% |
| 30D | -35.1% | +9.3% | -44.4% | -36.8% |
| 3M | -20.5% | -7.2% | -13.3% | -18.8% |
| 6M | -1.7% | +5.5% | -7.2% | -4.3% |
| YTD | +92.8% | +9.5% | +83.3% | +84.4% |
| 1Y | +104.5% | +6.4% | +98.0% | +97.4% |
| 3Y | +129.8% | +59.8% | +70.0% | +90.8% |
| 5Y | +74.0% | +98.0% | -24.0% | +33.2% |
| 10Y | +1,198.4% | +177.4% | +1,021.0% | +823.2% |
| All | +1,198.4% | +185.2% | +1,013.3% | +823.2% |
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