+230.7%
GM vs UPS
+154.4%
+76.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.7% |
| 7D | -1.1% | -3.7% | +2.6% | +1.0% |
| 30D | -4.6% | -3.7% | -0.8% | -2.6% |
| 3M | +0.2% | -6.6% | +6.8% | +3.2% |
| 6M | +12.6% | +2.6% | +10.1% | +9.2% |
| YTD | +3.7% | +4.8% | -1.1% | -1.2% |
| 1Y | +45.6% | +25.3% | +20.4% | +24.4% |
| 3Y | +162.0% | -26.9% | +188.8% | +195.5% |
| 5Y | +80.5% | -33.5% | +114.0% | +115.2% |
| 10Y | +231.3% | +36.1% | +195.2% | +120.2% |
| All | +230.7% | +154.4% | +76.3% | +15.1% |
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