+113.9%
UMC vs GPC
+21.8%
+92.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.9% |
| 7D | +5.0% | +1.2% | +3.8% | +5.3% |
| 30D | +7.7% | +6.0% | +1.7% | +9.3% |
| 3M | +1.7% | +42.6% | -41.0% | -0.1% |
| 6M | +113.9% | +22.8% | +91.2% | +121.2% |
| All | +113.9% | +21.8% | +92.1% | +121.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling