+170.5%
GM vs UPS
-26.3%
+196.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -2.0% | -0.5% | -1.7% |
| 30D | -1.1% | -2.0% | +0.8% | -0.4% |
| 3M | +6.1% | -6.2% | +12.4% | +8.1% |
| 6M | +15.0% | +2.8% | +12.2% | +12.3% |
| YTD | +6.0% | +5.9% | +0.1% | +1.9% |
| 1Y | +47.1% | +26.2% | +20.8% | +31.0% |
| 3Y | +170.5% | -26.0% | +196.5% | +178.2% |
| All | +170.5% | -26.3% | +196.8% | +178.2% |
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