+129.8%
UMC vs GGLL
+153.6%
-23.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.5% | +5.0% | +7.1% |
| 7D | -9.2% | +6.3% | -15.5% | -9.9% |
| 30D | -35.1% | -35.1% | -0.1% | -31.0% |
| 3M | -20.5% | -37.7% | +17.2% | -15.1% |
| 6M | -1.7% | -54.1% | +52.4% | +9.1% |
| YTD | +92.8% | -29.4% | +122.2% | +98.6% |
| 1Y | +104.5% | -13.4% | +117.9% | +103.7% |
| 3Y | +129.8% | +158.3% | -28.5% | +86.4% |
| All | +129.8% | +153.6% | -23.8% | +86.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling