+207.2%
UMC vs GLXY
+8.0%
+199.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.7% |
| 7D | +5.0% | +13.4% | -8.5% | +2.3% |
| 30D | +7.7% | +38.1% | -30.4% | +0.4% |
| 3M | +1.7% | -7.3% | +9.0% | +0.9% |
| 6M | +113.9% | +8.2% | +105.7% | +107.9% |
| YTD | +168.9% | +17.8% | +151.1% | +159.4% |
| 1Y | +207.2% | +14.9% | +192.3% | +221.4% |
| All | +207.2% | +8.0% | +199.2% | +221.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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