+545.1%
GLW vs UPS
+277.5%
+267.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.3% | +6.2% | +6.7% |
| 7D | +1.4% | -1.6% | +3.1% | +2.7% |
| 30D | -18.2% | +17.9% | -36.2% | -25.9% |
| 3M | -24.2% | +9.4% | -33.6% | -29.0% |
| 6M | -41.7% | +16.2% | -57.9% | -47.4% |
| YTD | +38.3% | +18.8% | +19.6% | +22.7% |
| 1Y | +38.2% | +26.1% | +12.1% | +18.2% |
| 3Y | +363.4% | -4.5% | +367.8% | +334.6% |
| 5Y | +254.6% | -33.2% | +287.8% | +305.4% |
| 10Y | +562.0% | +44.3% | +517.7% | +317.0% |
| All | +545.1% | +277.5% | +267.6% | +102.6% |
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 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