-29.8%
UPS vs FGI
-74.8%
+45.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -25.2% | +27.0% | +2.2% |
| 7D | +3.8% | -14.4% | +18.2% | +3.9% |
| 30D | +17.4% | -11.8% | +29.1% | +17.4% |
| 3M | +8.2% | -46.2% | +54.4% | +8.9% |
| 6M | +17.9% | +5.2% | +12.8% | +16.6% |
| YTD | +18.7% | +10.5% | +8.2% | +16.5% |
| 1Y | +24.8% | +25.5% | -0.7% | +21.9% |
| 3Y | -4.5% | -16.0% | +11.5% | -6.9% |
| All | -29.8% | -74.8% | +45.0% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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