+463.3%
GLW vs UPS
-26.6%
+489.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.8% | +9.3% | +8.0% |
| 7D | +14.0% | -2.1% | +16.1% | +14.6% |
| 30D | +0.4% | -2.3% | +2.7% | +0.8% |
| 3M | -11.3% | -5.2% | -6.1% | -10.1% |
| 6M | +35.1% | +1.4% | +33.7% | +34.6% |
| YTD | +90.5% | +6.1% | +84.4% | +88.9% |
| 1Y | +132.0% | +27.0% | +105.0% | +123.6% |
| 3Y | +463.3% | -25.9% | +489.2% | +459.0% |
| All | +463.3% | -26.6% | +489.9% | +459.0% |
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 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