+218.2%
GLD vs UPS
+35.1%
+183.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +0.9% |
| 7D | +0.1% | -3.7% | +3.8% | +0.2% |
| 30D | +0.2% | -3.7% | +3.9% | +0.3% |
| 3M | +3.2% | -6.6% | +9.8% | +3.3% |
| 6M | -14.6% | +2.6% | -17.2% | -14.6% |
| YTD | +1.8% | +4.8% | -3.0% | +1.9% |
| 1Y | +20.7% | +25.3% | -4.5% | +21.0% |
| 3Y | +126.5% | -26.9% | +153.4% | +126.8% |
| 5Y | +140.0% | -33.5% | +173.5% | +140.0% |
| 10Y | +218.2% | +36.1% | +182.1% | +231.9% |
| All | +218.2% | +35.1% | +183.2% | +231.9% |
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