+139.3%
GS vs UPS
-34.3%
+173.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +0.7% |
| 7D | -3.2% | 0.0% | -3.3% | -3.2% |
| 30D | -2.4% | +17.3% | -19.8% | -8.7% |
| 3M | -15.7% | +6.6% | -22.4% | -18.1% |
| 6M | -6.8% | +12.0% | -18.8% | -11.6% |
| YTD | -0.1% | +14.4% | -14.4% | -6.6% |
| 1Y | +12.1% | +23.3% | -11.2% | +1.4% |
| 3Y | +185.8% | -9.6% | +195.4% | +181.2% |
| All | +139.3% | -34.3% | +173.6% | +172.3% |
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