+1,846.9%
UMC vs GPC
+88.6%
+1,758.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.8% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +20.8% | +1.3% | +19.5% | +20.3% |
| 3M | +16.1% | +37.1% | -21.0% | +5.8% |
| 6M | +137.3% | +23.2% | +114.1% | +122.1% |
| YTD | +193.8% | +13.1% | +180.7% | +179.2% |
| 1Y | +236.1% | +0.9% | +235.2% | +229.3% |
| 3Y | +267.1% | -0.8% | +267.9% | +251.7% |
| 5Y | +145.3% | +31.1% | +114.2% | +117.2% |
| All | +1,846.9% | +88.6% | +1,758.3% | +1,497.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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