+243.6%
UMC vs GEN
+1,474.5%
-1,230.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.3% |
| 7D | +5.0% | -1.2% | +6.1% | +5.2% |
| 30D | +7.7% | +10.1% | -2.5% | +3.8% |
| 3M | +1.7% | +16.1% | -14.4% | -5.0% |
| 6M | +113.9% | +38.9% | +75.1% | +86.1% |
| YTD | +168.9% | +14.4% | +154.5% | +149.0% |
| 1Y | +207.2% | +5.9% | +201.3% | +192.1% |
| 3Y | +227.7% | +58.8% | +168.9% | +163.3% |
| 5Y | +118.0% | +24.7% | +93.4% | +86.3% |
| 10Y | +1,682.1% | +163.1% | +1,519.0% | +910.5% |
| All | +243.6% | +1,474.5% | -1,230.9% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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