+20.0%
GE vs UPS
+27.3%
-7.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | -11.6% | -3.5% | -8.1% | -10.8% |
| 3M | +3.0% | -5.7% | +8.7% | +3.9% |
| 6M | -0.5% | -4.4% | +3.8% | -2.0% |
| YTD | +9.7% | +8.0% | +1.7% | +6.6% |
| 1Y | +20.0% | +29.0% | -9.0% | +13.7% |
| All | +20.0% | +27.3% | -7.2% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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