+40.6%
GLW vs UPS
+29.9%
+10.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.7% | -10.6% | -7.1% |
| 7D | -9.5% | +8.2% | -17.7% | -11.6% |
| 30D | -25.5% | +22.7% | -48.2% | -30.6% |
| 3M | -25.6% | +6.4% | -32.0% | -26.4% |
| 6M | -25.5% | +22.6% | -48.1% | -31.3% |
| YTD | +36.4% | +20.7% | +15.6% | +28.1% |
| 1Y | +40.6% | +30.6% | +10.0% | +32.0% |
| All | +40.6% | +29.9% | +10.7% | +32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling