+124.5%
GLD vs UPS
-26.6%
+151.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | 0.0% | -1.6% |
| 7D | +0.7% | -2.1% | +2.9% | +0.9% |
| 30D | +0.3% | -2.3% | +2.6% | +0.4% |
| 3M | +0.6% | -5.2% | +5.8% | +0.9% |
| 6M | -15.6% | +1.4% | -17.0% | -15.5% |
| YTD | +0.9% | +6.1% | -5.2% | +1.1% |
| 1Y | +19.4% | +27.0% | -7.6% | +19.5% |
| 3Y | +124.5% | -25.9% | +150.4% | +126.7% |
| All | +124.5% | -26.6% | +151.0% | +126.7% |
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 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