+120.4%
UMC vs GLXY
-53.6%
+174.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -1.1% |
| 7D | +11.2% | +5.3% | +5.9% | +9.9% |
| 30D | -28.0% | -19.8% | -8.2% | -25.2% |
| 3M | -20.5% | -31.4% | +10.8% | -15.6% |
| 6M | -1.6% | -53.3% | +51.8% | +10.7% |
| YTD | +99.4% | -35.7% | +135.1% | +119.4% |
| 1Y | +120.4% | -47.2% | +167.6% | +144.7% |
| All | +120.4% | -53.6% | +174.0% | +144.7% |
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 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