+144.1%
UMC vs GIS
-25.1%
+169.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.3% |
| 7D | +9.0% | -6.4% | +15.4% | +7.8% |
| 30D | +17.2% | -6.1% | +23.3% | +16.2% |
| 3M | +11.4% | +7.8% | +3.6% | +12.7% |
| 6M | +137.5% | -8.8% | +146.3% | +137.5% |
| YTD | +193.1% | -19.1% | +212.2% | +191.3% |
| 1Y | +240.3% | -24.8% | +265.1% | +236.8% |
| 3Y | +262.2% | -37.6% | +299.8% | +254.3% |
| All | +144.1% | -25.1% | +169.2% | +152.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling