+1,842.6%
UMC vs GFI
+1,093.3%
+749.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | +9.0% | -2.7% | +11.7% | +9.2% |
| 30D | +17.2% | +13.2% | +4.0% | +16.0% |
| 3M | +11.4% | +28.5% | -17.1% | +8.8% |
| 6M | +137.5% | -6.2% | +143.7% | +137.1% |
| YTD | +193.1% | +8.7% | +184.4% | +189.2% |
| 1Y | +240.3% | +24.8% | +215.5% | +231.8% |
| 3Y | +262.2% | +298.0% | -35.8% | +223.0% |
| 5Y | +143.1% | +546.0% | -402.9% | +107.8% |
| All | +1,842.6% | +1,093.3% | +749.2% | +1,559.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling