+207.2%
UMC vs GDDY
-29.3%
+236.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.3% |
| 7D | +5.0% | +3.7% | +1.3% | +5.4% |
| 30D | +7.7% | +10.4% | -2.7% | +9.1% |
| 3M | +1.7% | +19.4% | -17.8% | +2.9% |
| 6M | +113.9% | +14.3% | +99.7% | +116.8% |
| YTD | +168.9% | -18.4% | +187.2% | +196.3% |
| 1Y | +207.2% | -30.1% | +237.3% | +250.6% |
| All | +207.2% | -29.3% | +236.5% | +250.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling