+144.1%
UMC vs GPN
-44.5%
+188.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +9.0% | -4.3% | +13.3% | +10.1% |
| 30D | +17.2% | 0.0% | +17.2% | +16.9% |
| 3M | +11.4% | +35.8% | -24.4% | +0.5% |
| 6M | +137.5% | +22.0% | +115.5% | +121.0% |
| YTD | +193.1% | +15.2% | +177.9% | +175.2% |
| 1Y | +240.3% | +3.5% | +236.8% | +229.6% |
| 3Y | +262.2% | -26.9% | +289.1% | +284.0% |
| All | +144.1% | -44.5% | +188.6% | +166.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling