+183.5%
UMC vs GTLB
-49.8%
+233.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | +11.4% | -4.1% | +15.5% | +11.9% |
| 30D | +16.8% | +12.3% | +4.5% | +14.5% |
| 3M | +19.1% | +65.9% | -46.8% | +9.9% |
| 6M | +137.4% | +104.0% | +33.5% | +110.6% |
| YTD | +186.4% | +26.0% | +160.3% | +171.6% |
| 1Y | +229.1% | -3.5% | +232.6% | +223.7% |
| 3Y | +257.9% | -9.6% | +267.5% | +238.8% |
| All | +183.5% | -49.8% | +233.3% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling