+83.0%
UMC vs GD
+102.3%
-19.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | +17.8% | +1.9% | +15.9% | +17.3% |
| 30D | -29.6% | +9.2% | -38.8% | -31.0% |
| 3M | -18.4% | -7.5% | -10.9% | -16.8% |
| 6M | -0.1% | +5.8% | -5.9% | -2.6% |
| YTD | +104.0% | +9.8% | +94.2% | +94.9% |
| 1Y | +121.5% | +5.8% | +115.7% | +114.4% |
| 3Y | +135.0% | +58.0% | +77.0% | +92.1% |
| 5Y | +83.0% | +100.4% | -17.4% | +37.2% |
| All | +83.0% | +102.3% | -19.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling