+253.0%
UMC vs GPC
-2.2%
+255.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.9% | +8.0% | +5.2% |
| 7D | +6.6% | +0.2% | +6.4% | +6.6% |
| 30D | +16.6% | -0.4% | +16.9% | +16.5% |
| 3M | +11.0% | +39.2% | -28.2% | +6.1% |
| 6M | +131.3% | +18.2% | +113.1% | +126.1% |
| YTD | +182.5% | +12.1% | +170.4% | +176.6% |
| 1Y | +222.3% | -0.7% | +222.9% | +221.8% |
| 3Y | +253.0% | -1.7% | +254.7% | +238.3% |
| All | +253.0% | -2.2% | +255.2% | +238.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling