+115.0%
UMC vs GNRC
+17.5%
+97.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.5% | +2.5% |
| 7D | -14.7% | -6.0% | -8.7% | -12.4% |
| 30D | -32.9% | -12.0% | -20.8% | -29.0% |
| 3M | -22.2% | -13.4% | -8.7% | -17.6% |
| 6M | +25.9% | -26.4% | +52.3% | +46.5% |
| YTD | +107.9% | +38.8% | +69.1% | +123.1% |
| 1Y | +115.0% | +20.9% | +94.1% | +134.9% |
| All | +115.0% | +17.5% | +97.5% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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