+274.5%
UMC vs GFI
+2,486.0%
-2,211.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.6% | +2.5% |
| 7D | +9.0% | -4.9% | +13.9% | +9.6% |
| 30D | +17.2% | +10.7% | +6.5% | +15.7% |
| 3M | +11.4% | +25.6% | -14.2% | +7.8% |
| 6M | +137.5% | -8.3% | +145.8% | +137.6% |
| YTD | +193.1% | +6.3% | +186.8% | +187.4% |
| 1Y | +240.3% | +22.1% | +218.2% | +227.0% |
| 3Y | +262.2% | +289.2% | -27.0% | +197.9% |
| 5Y | +143.1% | +531.7% | -388.5% | +83.8% |
| 10Y | +1,853.0% | +1,043.8% | +809.2% | +1,151.3% |
| All | +274.5% | +2,486.0% | -2,211.5% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling