+2,008.4%
GS vs UPS
+243.4%
+1,765.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.8% |
| 7D | +0.9% | -2.9% | +3.8% | +2.8% |
| 30D | -1.6% | -3.5% | +1.9% | +0.6% |
| 3M | -4.5% | -5.7% | +1.2% | -1.6% |
| 6M | +20.9% | -4.4% | +25.2% | +22.7% |
| YTD | +19.9% | +8.0% | +11.9% | +12.3% |
| 1Y | +41.4% | +29.0% | +12.4% | +17.5% |
| 3Y | +239.2% | -27.7% | +266.9% | +286.5% |
| 5Y | +185.0% | -34.3% | +219.4% | +235.1% |
| 10Y | +655.0% | +37.8% | +617.2% | +373.5% |
| All | +2,008.4% | +243.4% | +1,765.0% | +569.7% |
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