+726.3%
GLW vs UPS
+243.4%
+483.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.4% |
| 7D | +3.8% | -2.9% | +6.7% | +5.5% |
| 30D | -1.3% | -3.5% | +2.2% | +0.5% |
| 3M | -21.8% | -5.7% | -16.1% | -19.2% |
| 6M | +6.9% | -4.4% | +11.3% | +9.1% |
| YTD | +77.2% | +8.0% | +69.1% | +68.0% |
| 1Y | +123.2% | +29.0% | +94.2% | +89.1% |
| 3Y | +400.0% | -27.7% | +427.7% | +462.0% |
| 5Y | +342.8% | -34.3% | +377.1% | +410.2% |
| 10Y | +771.4% | +37.8% | +733.6% | +467.4% |
| All | +726.3% | +243.4% | +483.0% | +177.3% |
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