+297.0%
UMC vs GGLL
+328.7%
-31.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.3% | +6.9% | +5.0% |
| 7D | +5.0% | -4.8% | +9.7% | +5.8% |
| 30D | +7.7% | -13.7% | +21.4% | +10.6% |
| 3M | +1.7% | -21.9% | +23.5% | +5.6% |
| 6M | +113.9% | +11.7% | +102.3% | +105.2% |
| YTD | +168.9% | +2.3% | +166.6% | +161.0% |
| 1Y | +207.2% | +76.2% | +131.0% | +163.8% |
| 3Y | +227.7% | +245.0% | -17.3% | +119.1% |
| All | +297.0% | +328.7% | -31.6% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling