+207.2%
UMC vs GEHC
-4.8%
+212.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.2% | +5.8% | +4.4% |
| 7D | +5.0% | -4.0% | +8.9% | +4.5% |
| 30D | +7.7% | -2.0% | +9.6% | +7.5% |
| 3M | +1.7% | +8.0% | -6.3% | +2.6% |
| 6M | +113.9% | -12.8% | +126.7% | +121.2% |
| YTD | +168.9% | -15.9% | +184.8% | +177.1% |
| 1Y | +207.2% | -6.9% | +214.1% | +208.0% |
| All | +207.2% | -4.8% | +212.0% | +208.0% |
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