+129.1%
UMC vs GD
+1,837.1%
-1,708.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.8% |
| 7D | -17.0% | -5.0% | -12.0% | -14.6% |
| 30D | -40.6% | +8.9% | -49.5% | -43.3% |
| 3M | -27.9% | -8.0% | -19.8% | -25.1% |
| 6M | -7.5% | +2.9% | -10.4% | -10.5% |
| YTD | +79.3% | +7.1% | +72.2% | +68.4% |
| 1Y | +92.8% | +5.9% | +86.9% | +81.9% |
| 3Y | +108.2% | +53.9% | +54.3% | +56.8% |
| 5Y | +68.4% | +95.4% | -27.0% | +8.7% |
| 10Y | +1,107.7% | +193.5% | +914.3% | +459.8% |
| All | +129.1% | +1,837.1% | -1,708.0% | -56.4% |
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