+732.3%
GLD vs UPS
+170.6%
+561.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | -4.0% | +17.4% | -21.4% | -4.0% |
| 3M | -8.2% | +7.7% | -16.0% | -8.3% |
| 6M | -14.8% | +13.8% | -28.7% | -14.8% |
| YTD | -6.8% | +17.3% | -24.1% | -6.7% |
| 1Y | -2.4% | +27.2% | -29.6% | -2.2% |
| 3Y | +105.8% | -5.6% | +111.4% | +105.9% |
| 5Y | +113.3% | -33.5% | +146.9% | +112.5% |
| 10Y | +208.4% | +43.7% | +164.8% | +213.4% |
| All | +732.3% | +170.6% | +561.6% | +723.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling