+211.6%
UMC vs GLXY
+3.8%
+207.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.2% |
| 7D | +9.0% | -7.3% | +16.3% | +10.3% |
| 30D | +17.2% | +15.7% | +1.5% | +13.6% |
| 3M | +11.4% | -26.7% | +38.1% | +14.5% |
| 6M | +137.5% | +13.7% | +123.8% | +132.1% |
| YTD | +193.1% | +9.1% | +184.0% | +185.8% |
| 1Y | +240.3% | -15.5% | +255.8% | +238.7% |
| All | +211.6% | +3.8% | +207.8% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling