+75.8%
GM vs UPS
-34.8%
+110.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -2.4% | -2.0% | -0.5% | -1.4% |
| 30D | -1.1% | -2.0% | +0.8% | -0.1% |
| 3M | +6.1% | -6.2% | +12.4% | +8.9% |
| 6M | +15.0% | +2.8% | +12.2% | +11.4% |
| YTD | +6.0% | +5.9% | +0.1% | +0.5% |
| 1Y | +47.1% | +26.2% | +20.8% | +25.5% |
| 3Y | +170.5% | -26.0% | +196.5% | +203.6% |
| All | +75.8% | -34.8% | +110.5% | +129.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling