+180.5%
UMC vs GFS
0.0%
+180.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.2% | +0.2% | +1.4% |
| 7D | +9.0% | +3.8% | +5.2% | +7.3% |
| 30D | +17.2% | -11.7% | +29.0% | +23.4% |
| 3M | +11.4% | -41.8% | +53.2% | +40.7% |
| 6M | +137.5% | +6.6% | +130.9% | +131.8% |
| YTD | +193.1% | +34.6% | +158.5% | +161.7% |
| 1Y | +240.3% | +46.2% | +194.1% | +193.3% |
| 3Y | +262.2% | -20.3% | +282.5% | +274.7% |
| All | +180.5% | 0.0% | +180.5% | +179.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling