+253.9%
UMC vs GFS
-21.4%
+275.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +11.4% | +3.2% | +8.2% | +9.8% |
| 30D | +16.8% | -9.6% | +26.4% | +21.8% |
| 3M | +19.1% | -38.5% | +57.6% | +48.7% |
| 6M | +137.4% | -1.3% | +138.7% | +140.8% |
| YTD | +186.4% | +31.8% | +154.6% | +162.9% |
| 1Y | +229.1% | +44.6% | +184.5% | +192.0% |
| All | +253.9% | -21.4% | +275.3% | +281.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling