+115.0%
UMC vs GSK
+14.9%
+100.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.0% | -7.1% | -0.5% |
| 7D | -14.7% | +4.9% | -19.6% | -13.2% |
| 30D | -32.9% | +9.9% | -42.7% | -30.6% |
| 3M | -22.2% | +0.2% | -22.3% | -21.5% |
| 6M | +25.9% | +2.3% | +23.6% | +27.5% |
| YTD | +107.9% | +7.1% | +100.9% | +113.0% |
| 1Y | +115.0% | +13.1% | +101.9% | +123.4% |
| All | +115.0% | +14.9% | +100.1% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling