+207.2%
UMC vs GIS
-18.7%
+225.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +3.6% |
| 7D | +5.0% | -7.8% | +12.8% | +1.6% |
| 30D | +7.7% | +6.6% | +1.1% | +11.1% |
| 3M | +1.7% | +21.0% | -19.3% | +8.2% |
| 6M | +113.9% | -9.1% | +123.0% | +118.1% |
| YTD | +168.9% | -13.6% | +182.5% | +176.8% |
| 1Y | +207.2% | -18.0% | +225.2% | +208.0% |
| All | +207.2% | -18.7% | +225.9% | +208.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling