+260.9%
UMC vs GSK
+192.8%
+68.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.7% | +7.8% | +6.3% |
| 7D | +6.6% | -4.2% | +10.8% | +8.5% |
| 30D | +16.6% | -7.5% | +24.1% | +20.4% |
| 3M | +11.0% | -3.3% | +14.3% | +11.2% |
| 6M | +131.3% | -9.3% | +140.6% | +137.0% |
| YTD | +182.5% | +1.6% | +180.9% | +173.0% |
| 1Y | +222.3% | +25.5% | +196.8% | +178.2% |
| 3Y | +253.0% | +49.3% | +203.8% | +168.6% |
| 5Y | +141.8% | +46.7% | +95.2% | +80.3% |
| 10Y | +1,772.2% | +76.8% | +1,695.4% | +1,092.1% |
| All | +260.9% | +192.8% | +68.1% | +54.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling