+833.1%
GLW vs UPS
+37.5%
+795.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -3.9% | -3.5% |
| 7D | +11.7% | -3.4% | +15.1% | +13.4% |
| 30D | +2.7% | -2.7% | +5.4% | +3.7% |
| 3M | -2.8% | -1.6% | -1.2% | -2.3% |
| 6M | +20.2% | +2.3% | +17.8% | +18.3% |
| YTD | +87.3% | +5.6% | +81.7% | +81.7% |
| 1Y | +119.6% | +27.1% | +92.5% | +94.4% |
| 3Y | +453.7% | -26.3% | +480.0% | +507.4% |
| 5Y | +376.1% | -34.5% | +410.5% | +440.8% |
| All | +833.1% | +37.5% | +795.6% | +481.6% |
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