+1,317.2%
UMC vs GH
+467.1%
+850.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +9.0% | -2.5% | +11.5% | +9.4% |
| 30D | +17.2% | -4.7% | +21.9% | +17.9% |
| 3M | +11.4% | +20.2% | -8.8% | +8.0% |
| 6M | +137.5% | +78.8% | +58.7% | +116.4% |
| YTD | +193.1% | +54.1% | +139.0% | +172.1% |
| 1Y | +240.3% | +177.1% | +63.2% | +187.6% |
| 3Y | +262.2% | +371.6% | -109.4% | +165.4% |
| 5Y | +143.1% | +21.9% | +121.2% | +104.0% |
| All | +1,317.2% | +467.1% | +850.0% | +929.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling