+262.2%
UMC vs GPN
-27.6%
+289.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.6% | +2.4% |
| 7D | +9.0% | -4.6% | +13.6% | +9.7% |
| 30D | +17.2% | -0.3% | +17.5% | +17.1% |
| 3M | +11.4% | +35.4% | -24.0% | +3.9% |
| 6M | +137.5% | +21.7% | +115.8% | +126.4% |
| YTD | +193.1% | +14.9% | +178.2% | +181.6% |
| 1Y | +240.3% | +3.2% | +237.1% | +234.4% |
| 3Y | +262.2% | -27.1% | +289.3% | +288.0% |
| All | +262.2% | -27.6% | +289.8% | +288.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling