+121.3%
UMC vs GLXY
-32.0%
+153.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +13.2% | -6.3% | +4.4% |
| 7D | +0.1% | +14.3% | -14.2% | -2.2% |
| 30D | -28.7% | -19.6% | -9.1% | -26.5% |
| 3M | -15.1% | -20.7% | +5.6% | -13.1% |
| 6M | +5.0% | -49.6% | +54.5% | +13.8% |
| YTD | +108.2% | -28.6% | +136.8% | +116.4% |
| 1Y | +121.7% | -48.0% | +169.8% | +135.8% |
| All | +121.3% | -32.0% | +153.4% | +127.6% |
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