+115.0%
UMC vs GEHC
+15.6%
+99.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.4% | -8.5% | -0.7% |
| 7D | -14.7% | +13.2% | -27.8% | -12.3% |
| 30D | -32.9% | +30.6% | -63.5% | -29.0% |
| 3M | -22.2% | +22.2% | -44.4% | -18.4% |
| 6M | +25.9% | +40.8% | -14.9% | +34.2% |
| YTD | +107.9% | +4.8% | +103.1% | +123.0% |
| 1Y | +115.0% | +15.7% | +99.3% | +121.7% |
| All | +115.0% | +15.6% | +99.5% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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