+170.4%
UMC vs GFS
-3.9%
+174.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.3% | +5.2% |
| 7D | +6.6% | +2.6% | +4.0% | +5.4% |
| 30D | +16.6% | -16.4% | +33.0% | +25.3% |
| 3M | +11.0% | -41.6% | +52.6% | +40.3% |
| 6M | +131.3% | -3.7% | +135.0% | +134.9% |
| YTD | +182.5% | +29.3% | +153.2% | +156.6% |
| 1Y | +222.3% | +37.1% | +185.1% | +185.0% |
| 3Y | +253.0% | -22.1% | +275.2% | +268.9% |
| All | +170.4% | -3.9% | +174.3% | +174.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling