+207.2%
UMC vs GFS
+37.2%
+170.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.7% |
| 7D | +5.0% | +1.0% | +3.9% | +4.3% |
| 30D | +7.7% | -8.6% | +16.3% | +12.0% |
| 3M | +1.7% | -46.5% | +48.2% | +45.0% |
| 6M | +113.9% | -4.8% | +118.7% | +115.7% |
| YTD | +168.9% | +29.7% | +139.2% | +135.5% |
| 1Y | +207.2% | +35.8% | +171.4% | +165.4% |
| All | +207.2% | +37.2% | +170.0% | +165.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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