+137.5%
UMC vs GME
-58.9%
+196.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.7% |
| 7D | +11.4% | +6.0% | +5.3% | +10.9% |
| 30D | +16.8% | +8.3% | +8.4% | +16.0% |
| 3M | +19.1% | -9.1% | +28.2% | +19.8% |
| 6M | +137.4% | -16.3% | +153.8% | +140.1% |
| YTD | +186.4% | +1.5% | +184.8% | +185.1% |
| 1Y | +229.1% | -16.3% | +245.4% | +232.3% |
| 3Y | +257.9% | +15.1% | +242.8% | +205.1% |
| 5Y | +137.5% | -57.2% | +194.7% | +113.9% |
| All | +137.5% | -58.9% | +196.4% | +113.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling