+240.3%
UMC vs GEHC
-15.7%
+256.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +2.3% |
| 7D | +9.0% | -7.2% | +16.2% | +8.1% |
| 30D | +17.2% | -11.6% | +28.8% | +15.7% |
| 3M | +11.4% | -0.8% | +12.2% | +11.5% |
| 6M | +137.5% | -11.9% | +149.4% | +141.1% |
| YTD | +193.1% | -21.9% | +215.1% | +200.2% |
| 1Y | +240.3% | -17.8% | +258.1% | +237.7% |
| All | +240.3% | -15.7% | +256.0% | +237.7% |
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