+243.6%
UMC vs GPC
+1,520.2%
-1,276.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.0% |
| 7D | +5.0% | +1.2% | +3.8% | +4.2% |
| 30D | +7.7% | +6.0% | +1.7% | +4.0% |
| 3M | +1.7% | +42.6% | -41.0% | -19.7% |
| 6M | +113.9% | +22.8% | +91.2% | +83.4% |
| YTD | +168.9% | +15.5% | +153.4% | +134.9% |
| 1Y | +207.2% | +2.0% | +205.2% | +187.6% |
| 3Y | +227.7% | -1.4% | +229.1% | +192.4% |
| 5Y | +118.0% | +30.6% | +87.5% | +58.0% |
| 10Y | +1,682.1% | +80.6% | +1,601.5% | +769.6% |
| All | +243.6% | +1,520.2% | -1,276.7% | -83.0% |
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