+1,842.6%
UMC vs GNRC
+448.8%
+1,393.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.5% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | +17.2% | -15.7% | +33.0% | +23.1% |
| 3M | +11.4% | -27.3% | +38.7% | +23.2% |
| 6M | +137.5% | -12.1% | +149.6% | +148.8% |
| YTD | +193.1% | +37.1% | +156.0% | +170.4% |
| 1Y | +240.3% | -0.5% | +240.8% | +239.0% |
| 3Y | +262.2% | +61.5% | +200.7% | +201.6% |
| 5Y | +143.1% | -58.6% | +201.7% | +180.7% |
| All | +1,842.6% | +448.8% | +1,393.7% | +1,137.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling