+106.0%
UMC vs GGLL
-17.3%
+123.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | -8.3% | +5.1% | -13.4% | -8.9% |
| 30D | -34.5% | -35.5% | +1.0% | -29.8% |
| 3M | -20.0% | -39.2% | +19.2% | -13.6% |
| 6M | -0.7% | -54.4% | +53.6% | +11.9% |
| YTD | +94.7% | -29.8% | +124.6% | +97.4% |
| 1Y | +106.0% | -20.4% | +126.4% | +104.8% |
| All | +106.0% | -17.3% | +123.3% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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