+1,198.0%
UMC vs GNRC
+2,082.9%
-885.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.6% | +1.6% |
| 7D | +9.0% | -0.2% | +9.2% | +9.1% |
| 30D | +17.2% | -15.7% | +33.0% | +22.1% |
| 3M | +11.4% | -27.3% | +38.7% | +21.2% |
| 6M | +137.5% | -12.1% | +149.6% | +146.9% |
| YTD | +193.1% | +37.1% | +156.0% | +173.8% |
| 1Y | +240.3% | -0.5% | +240.8% | +239.1% |
| 3Y | +262.2% | +61.5% | +200.7% | +212.5% |
| 5Y | +143.1% | -58.6% | +201.7% | +167.0% |
| 10Y | +1,853.0% | +446.3% | +1,406.7% | +1,214.2% |
| All | +1,198.0% | +2,082.9% | -885.0% | +501.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling