+212.3%
UMC vs GLXY
+7.0%
+205.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.0% | +11.0% | +5.1% |
| 7D | +13.6% | +4.5% | +9.1% | +12.6% |
| 30D | +20.8% | +28.8% | -8.1% | +14.8% |
| 3M | +16.1% | -23.0% | +39.2% | +18.5% |
| 6M | +137.3% | +17.0% | +120.3% | +130.8% |
| YTD | +193.8% | +12.5% | +181.3% | +185.0% |
| 1Y | +236.1% | -5.4% | +241.5% | +230.9% |
| All | +212.3% | +7.0% | +205.3% | +199.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling