-33.5%
UPS vs GAP
+6.6%
-40.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.4% |
| 7D | -3.7% | -3.2% | -0.5% | -3.1% |
| 30D | -3.7% | -0.7% | -3.0% | -3.9% |
| 3M | -6.6% | -0.5% | -6.1% | -6.9% |
| 6M | +2.6% | -5.0% | +7.5% | +2.6% |
| YTD | +4.8% | -14.7% | +19.4% | +6.6% |
| 1Y | +25.3% | -8.6% | +33.9% | +25.4% |
| 3Y | -26.9% | +108.4% | -135.2% | -41.1% |
| 5Y | -33.5% | +5.8% | -39.3% | -44.4% |
| All | -33.5% | +6.6% | -40.1% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling