+1,265.9%
UMC vs GH
+480.1%
+785.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.3% | +5.3% | +5.1% |
| 7D | +6.6% | -2.1% | +8.7% | +6.9% |
| 30D | +16.6% | -4.5% | +21.0% | +17.2% |
| 3M | +11.0% | +28.9% | -17.9% | +6.5% |
| 6M | +131.3% | +76.5% | +54.8% | +111.0% |
| YTD | +182.5% | +57.6% | +124.9% | +161.4% |
| 1Y | +222.3% | +167.5% | +54.7% | +173.7% |
| 3Y | +253.0% | +377.4% | -124.4% | +158.2% |
| 5Y | +141.8% | +23.8% | +118.0% | +102.5% |
| All | +1,265.9% | +480.1% | +785.7% | +889.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling