+262.7%
GE vs UPS
-27.1%
+289.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.6% |
| 7D | -1.2% | -3.7% | +2.4% | -0.6% |
| 30D | -11.3% | -3.7% | -7.5% | -10.7% |
| 3M | -1.4% | -6.6% | +5.2% | -0.5% |
| 6M | +1.2% | +2.6% | -1.4% | +0.5% |
| YTD | +5.9% | +4.8% | +1.2% | +4.8% |
| 1Y | +18.4% | +25.3% | -6.9% | +14.3% |
| All | +262.7% | -27.1% | +289.8% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling