+148.8%
UMC vs GD
+1,910.3%
-1,761.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.2% |
| 7D | -8.3% | -1.9% | -6.4% | -7.1% |
| 30D | -34.5% | +10.9% | -45.4% | -38.1% |
| 3M | -20.0% | -6.8% | -13.2% | -17.4% |
| 6M | -0.7% | +7.0% | -7.8% | -5.9% |
| YTD | +94.7% | +11.1% | +83.6% | +79.4% |
| 1Y | +106.0% | +7.0% | +98.9% | +93.5% |
| 3Y | +124.3% | +59.9% | +64.4% | +65.6% |
| 5Y | +78.0% | +102.5% | -24.5% | +12.7% |
| 10Y | +1,225.9% | +174.0% | +1,051.9% | +547.2% |
| All | +148.8% | +1,910.3% | -1,761.5% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling