+1,842.6%
UMC vs GME
+285.6%
+1,557.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.4% | +2.2% |
| 7D | +9.0% | +10.4% | -1.4% | +8.6% |
| 30D | +17.2% | +14.1% | +3.2% | +16.7% |
| 3M | +11.4% | -4.6% | +16.0% | +11.5% |
| 6M | +137.5% | -13.5% | +151.0% | +138.4% |
| YTD | +193.1% | +5.3% | +187.8% | +192.3% |
| 1Y | +240.3% | -14.9% | +255.2% | +241.5% |
| 3Y | +262.2% | +24.3% | +237.9% | +245.1% |
| 5Y | +143.1% | -55.6% | +198.7% | +134.0% |
| All | +1,842.6% | +285.6% | +1,557.0% | +1,238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling