+190.1%
UMC vs GTLB
-50.1%
+240.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +2.4% |
| 7D | +9.0% | -5.7% | +14.7% | +9.8% |
| 30D | +17.2% | +15.1% | +2.1% | +14.6% |
| 3M | +11.4% | +65.5% | -54.1% | +2.8% |
| 6M | +137.5% | +102.9% | +34.6% | +110.8% |
| YTD | +193.1% | +25.2% | +167.9% | +178.2% |
| 1Y | +240.3% | -5.5% | +245.8% | +235.9% |
| 3Y | +262.2% | -10.9% | +273.1% | +243.6% |
| All | +190.1% | -50.1% | +240.3% | +156.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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