+317.1%
UMC vs GGLL
+328.4%
-11.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.1% | +5.1% |
| 7D | +6.6% | +1.9% | +4.7% | +6.2% |
| 30D | +16.6% | -9.7% | +26.3% | +18.7% |
| 3M | +11.0% | -18.0% | +29.0% | +14.3% |
| 6M | +131.3% | +15.3% | +116.0% | +120.5% |
| YTD | +182.5% | +2.2% | +180.3% | +174.2% |
| 1Y | +222.3% | +73.1% | +149.2% | +177.8% |
| 3Y | +253.0% | +242.7% | +10.3% | +136.5% |
| All | +317.1% | +328.4% | -11.3% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling