+262.2%
UMC vs GDDY
+30.8%
+231.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.3% |
| 7D | +9.0% | -3.2% | +12.2% | +9.1% |
| 30D | +17.2% | +6.8% | +10.4% | +16.8% |
| 3M | +11.4% | +30.5% | -19.1% | +5.9% |
| 6M | +137.5% | +13.3% | +124.2% | +131.1% |
| YTD | +193.1% | -21.0% | +214.1% | +210.0% |
| 1Y | +240.3% | -34.0% | +274.3% | +276.7% |
| 3Y | +262.2% | +33.1% | +229.1% | +197.3% |
| All | +262.2% | +30.8% | +231.4% | +197.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling