+632.4%
GEV vs UPS
-19.4%
+651.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | +1.6% | -2.0% | +3.6% | +1.9% |
| 30D | -7.9% | -2.0% | -6.0% | -7.7% |
| 3M | +5.6% | -6.2% | +11.9% | +6.4% |
| 6M | +13.1% | +2.8% | +10.3% | +12.1% |
| YTD | +46.7% | +5.9% | +40.8% | +44.7% |
| 1Y | +51.3% | +26.2% | +25.1% | +45.7% |
| All | +632.4% | -19.4% | +651.8% | +599.1% |
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 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