+26.2%
UPS vs GAP
-7.6%
+33.9%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.3% |
| 7D | -2.0% | -4.1% | +2.1% | -1.2% |
| 30D | -2.0% | +6.2% | -8.2% | -3.4% |
| 3M | -6.2% | -0.7% | -5.5% | -6.4% |
| 6M | +2.8% | -7.1% | +9.9% | +3.5% |
| YTD | +5.9% | -14.1% | +20.0% | +8.2% |
| 1Y | +26.2% | -8.5% | +34.7% | +25.6% |
| All | +26.2% | -7.6% | +33.9% | +25.6% |
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