+115.0%
UMC vs GME
+15.0%
+100.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.6% | -5.7% | -2.5% |
| 7D | -14.7% | +7.8% | -22.4% | -15.5% |
| 30D | -32.9% | -0.4% | -32.5% | -32.7% |
| 3M | -22.2% | +30.9% | -53.0% | -25.5% |
| 6M | +25.9% | +5.5% | +20.5% | +25.7% |
| YTD | +107.9% | +25.2% | +82.7% | +94.3% |
| 1Y | +115.0% | +14.4% | +100.7% | +105.8% |
| All | +115.0% | +15.0% | +100.1% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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