+206.1%
GLD vs UPS
+43.9%
+162.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.7% | +0.1% |
| 7D | -4.6% | +3.8% | -8.4% | -4.6% |
| 30D | -5.5% | +17.4% | -22.8% | -5.7% |
| 3M | -10.9% | +8.2% | -19.1% | -11.0% |
| 6M | -17.4% | +17.9% | -35.4% | -17.6% |
| YTD | -10.3% | +18.7% | -29.0% | -10.4% |
| 1Y | -7.2% | +24.8% | -32.0% | -7.2% |
| 3Y | +96.9% | -4.5% | +101.5% | +97.0% |
| 5Y | +103.8% | -33.2% | +137.0% | +103.0% |
| All | +206.1% | +43.9% | +162.2% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling