+282.6%
UMC vs GEHC
+6.6%
+275.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.0% | +8.1% | +5.5% |
| 7D | +6.6% | -5.2% | +11.8% | +7.4% |
| 30D | +16.6% | -7.0% | +23.5% | +17.7% |
| 3M | +11.0% | +3.3% | +7.7% | +9.7% |
| 6M | +131.3% | -10.0% | +141.3% | +134.6% |
| YTD | +182.5% | -18.5% | +201.0% | +192.6% |
| 1Y | +222.3% | -14.4% | +236.7% | +228.6% |
| 3Y | +253.0% | +3.4% | +249.6% | +237.8% |
| All | +282.6% | +6.6% | +275.9% | +267.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling