+15.9%
GS vs UPS
+23.4%
-7.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.5% | +2.2% | +3.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | +1.2% | +17.3% | -16.1% | -4.8% |
| 3M | -12.4% | +7.9% | -20.3% | -14.9% |
| 6M | -2.3% | +13.7% | -16.1% | -7.8% |
| YTD | +4.6% | +17.2% | -12.6% | -3.7% |
| All | +15.9% | +23.4% | -7.5% | +3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling