+1,842.6%
UMC vs GPN
+28.5%
+1,814.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -4.3% | +13.3% | +10.2% |
| 30D | +17.2% | 0.0% | +17.2% | +16.9% |
| 3M | +11.4% | +35.8% | -24.4% | +0.1% |
| 6M | +137.5% | +22.0% | +115.5% | +120.3% |
| YTD | +193.1% | +15.2% | +177.9% | +174.1% |
| 1Y | +240.3% | +3.5% | +236.8% | +228.0% |
| 3Y | +262.2% | -26.9% | +289.1% | +278.9% |
| 5Y | +143.1% | -44.2% | +187.3% | +169.1% |
| All | +1,842.6% | +28.5% | +1,814.0% | +1,627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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