+15.0%
GE vs UPS
+26.3%
-11.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -11.9% | -2.7% | -9.2% | -11.3% |
| 3M | +1.8% | -1.6% | +3.5% | +1.4% |
| 6M | -0.6% | +2.3% | -2.9% | -2.7% |
| YTD | +5.5% | +5.6% | -0.1% | +3.1% |
| 1Y | +15.0% | +27.1% | -12.1% | +9.3% |
| All | +15.0% | +26.3% | -11.3% | +9.3% |
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