+30.6%
UPS vs GAP
+10.4%
+20.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.0% | -3.3% | +3.2% |
| 7D | +8.2% | +8.0% | +0.3% | +6.7% |
| 30D | +22.7% | +2.7% | +20.0% | +21.9% |
| 3M | +6.4% | +16.0% | -9.6% | +2.8% |
| 6M | +22.6% | +2.0% | +20.6% | +21.0% |
| YTD | +20.7% | -4.4% | +25.1% | +20.5% |
| 1Y | +30.6% | +9.2% | +21.4% | +26.6% |
| All | +30.6% | +10.4% | +20.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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