+142.5%
GLD vs UPS
-34.4%
+177.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.8% |
| 7D | -0.5% | -2.9% | +2.4% | -0.4% |
| 30D | +4.4% | -3.5% | +7.9% | +4.5% |
| 3M | -1.1% | -5.7% | +4.6% | -0.9% |
| 6M | -13.8% | -4.4% | -9.4% | -13.8% |
| YTD | +2.6% | +8.0% | -5.4% | +2.7% |
| 1Y | +24.5% | +29.0% | -4.5% | +24.4% |
| 3Y | +125.8% | -27.7% | +153.6% | +127.2% |
| All | +142.5% | -34.4% | +177.0% | +139.5% |
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