+260.9%
UMC vs GIS
+426.9%
-165.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.6% | +5.5% |
| 7D | +6.6% | -8.3% | +14.9% | +8.9% |
| 30D | +16.6% | +2.2% | +14.4% | +15.7% |
| 3M | +11.0% | +15.7% | -4.7% | +5.2% |
| 6M | +131.3% | -12.0% | +143.3% | +136.9% |
| YTD | +182.5% | -15.0% | +197.5% | +191.2% |
| 1Y | +222.3% | -20.1% | +242.4% | +237.5% |
| 3Y | +253.0% | -34.6% | +287.6% | +285.5% |
| 5Y | +141.8% | -22.8% | +164.7% | +141.6% |
| 10Y | +1,772.2% | -18.5% | +1,790.7% | +1,629.2% |
| All | +260.9% | +426.9% | -165.9% | +13.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling