-4.5%
UPS vs GAP
+70.6%
-75.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.7% | +2.0% |
| 7D | +3.8% | -1.9% | +5.7% | +4.1% |
| 30D | +17.4% | -7.1% | +24.4% | +18.6% |
| 3M | +8.2% | +4.1% | +4.1% | +7.1% |
| 6M | +17.9% | +1.9% | +16.0% | +16.6% |
| YTD | +18.7% | -15.2% | +33.9% | +20.4% |
| 1Y | +24.8% | -10.6% | +35.4% | +25.5% |
| 3Y | -4.5% | +74.6% | -79.1% | -9.9% |
| All | -4.5% | +70.6% | -75.1% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling