+187.7%
GE vs UPS
+270.5%
-82.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.6% | -2.5% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +7.6% | +16.4% | -8.9% | -0.7% |
| 3M | -9.3% | +7.9% | -17.2% | -13.2% |
| 6M | +11.5% | +15.8% | -4.3% | +2.0% |
| YTD | +7.9% | +16.6% | -8.7% | -2.5% |
| 1Y | +7.6% | +22.3% | -14.7% | -5.4% |
| 3Y | +265.9% | -6.2% | +272.1% | +247.0% |
| 5Y | +405.9% | -34.4% | +440.3% | +478.3% |
| 10Y | +149.6% | +41.7% | +107.9% | +62.7% |
| All | +187.7% | +270.5% | -82.8% | -1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling