+154.7%
UMC vs GPC
+1,347.3%
-1,192.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.5% |
| 7D | +11.2% | +0.4% | +10.8% | +11.0% |
| 30D | -28.0% | -6.3% | -21.7% | -25.6% |
| 3M | -20.5% | -8.2% | -12.4% | -17.2% |
| 6M | -1.6% | +27.1% | -28.7% | -17.7% |
| YTD | +99.4% | +3.1% | +96.2% | +84.6% |
| 1Y | +120.4% | +0.1% | +120.3% | +107.1% |
| 3Y | +134.2% | +0.2% | +134.0% | +105.5% |
| 5Y | +78.8% | +4.9% | +74.0% | +48.0% |
| 10Y | +1,280.4% | +75.2% | +1,205.2% | +567.0% |
| All | +154.7% | +1,347.3% | -1,192.5% | -86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling