+154.7%
GS vs UPS
-34.3%
+189.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | +5.1% | -0.6% | +5.7% | +5.4% |
| 30D | +2.4% | +16.4% | -14.0% | -3.8% |
| 3M | -11.5% | +7.9% | -19.4% | -14.4% |
| 6M | -2.5% | +15.8% | -18.4% | -8.8% |
| YTD | +5.5% | +16.6% | -11.1% | -2.2% |
| 1Y | +11.0% | +22.3% | -11.3% | +0.8% |
| 3Y | +200.1% | -6.2% | +206.3% | +190.1% |
| 5Y | +154.7% | -34.4% | +189.1% | +192.1% |
| All | +154.7% | -34.3% | +189.0% | +192.1% |
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 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