+144.6%
UMC vs GD
+59.8%
+84.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +6.9% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -28.7% | +9.5% | -38.2% | -29.3% |
| 3M | -15.1% | -5.8% | -9.3% | -14.1% |
| 6M | +5.0% | +7.7% | -2.8% | +2.8% |
| YTD | +108.2% | +11.1% | +97.1% | +99.9% |
| 1Y | +121.7% | +6.1% | +115.6% | +116.2% |
| All | +144.6% | +59.8% | +84.7% | +101.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling