+606.9%
GEV vs UPS
-19.7%
+626.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.6% | -3.0% |
| 7D | -1.9% | -3.4% | +1.5% | -1.4% |
| 30D | -8.7% | -2.7% | -5.9% | -8.3% |
| 3M | +6.6% | -1.6% | +8.2% | +6.7% |
| 6M | +10.2% | +2.3% | +7.9% | +9.4% |
| YTD | +41.6% | +5.6% | +36.1% | +39.7% |
| 1Y | +43.9% | +27.1% | +16.8% | +38.5% |
| All | +606.9% | -19.7% | +626.6% | +575.0% |
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