-1.6%
UMC vs GLXY
-54.1%
+52.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | -0.6% |
| 7D | +11.2% | +5.3% | +5.9% | +9.3% |
| 30D | -28.0% | -19.8% | -8.2% | -24.1% |
| 3M | -20.5% | -31.4% | +10.8% | -14.2% |
| 6M | -1.6% | -53.3% | +51.8% | +18.4% |
| All | -1.6% | -54.1% | +52.5% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling