+424.3%
UMC vs GME
+1,066.0%
-641.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +5.2% |
| 7D | +6.6% | +0.4% | +6.2% | +6.5% |
| 30D | +16.6% | -1.4% | +18.0% | +16.7% |
| 3M | +11.0% | -15.1% | +26.2% | +12.4% |
| 6M | +131.3% | -22.5% | +153.8% | +135.5% |
| YTD | +182.5% | -5.9% | +188.4% | +182.9% |
| 1Y | +222.3% | -18.6% | +240.9% | +226.4% |
| 3Y | +253.0% | +6.7% | +246.4% | +212.4% |
| 5Y | +141.8% | -62.0% | +203.8% | +122.6% |
| 10Y | +1,772.2% | +239.5% | +1,532.8% | +515.0% |
| All | +424.3% | +1,066.0% | -641.6% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling