+417.9%
GE vs UPS
-35.0%
+452.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.6% | -2.5% |
| 7D | -1.2% | -3.7% | +2.4% | -0.1% |
| 30D | -11.3% | -3.7% | -7.5% | -10.3% |
| 3M | -1.4% | -6.6% | +5.2% | +0.2% |
| 6M | +1.2% | +2.6% | -1.4% | -0.2% |
| YTD | +5.9% | +4.8% | +1.2% | +3.6% |
| 1Y | +18.4% | +25.3% | -6.9% | +9.3% |
| 3Y | +271.0% | -26.9% | +297.8% | +295.2% |
| 5Y | +417.9% | -33.5% | +451.4% | +482.7% |
| All | +417.9% | -35.0% | +452.9% | +482.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling