+188.5%
GE vs UPS
+277.3%
-88.8%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.7% |
| 7D | +2.7% | +3.8% | -1.1% | +0.7% |
| 30D | +8.1% | +17.4% | -9.3% | -0.7% |
| 3M | -7.9% | +8.2% | -16.1% | -11.9% |
| 6M | +12.9% | +17.9% | -5.0% | +2.3% |
| YTD | +8.2% | +18.7% | -10.5% | -3.1% |
| 1Y | +9.7% | +24.8% | -15.1% | -4.6% |
| 3Y | +266.1% | -4.5% | +270.7% | +244.0% |
| 5Y | +407.4% | -33.2% | +440.6% | +474.5% |
| 10Y | +150.3% | +44.2% | +106.1% | +61.6% |
| All | +188.5% | +277.3% | -88.8% | -1.7% |
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 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