+44.3%
UPS vs GD
+174.7%
-130.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.6% | +0.6% | -2.3% | -1.9% |
| 30D | +17.9% | +9.5% | +8.5% | +13.3% |
| 3M | +9.4% | -5.8% | +15.2% | +12.0% |
| 6M | +16.2% | +7.7% | +8.4% | +11.8% |
| YTD | +18.8% | +11.1% | +7.7% | +12.1% |
| 1Y | +26.1% | +6.1% | +20.0% | +21.4% |
| 3Y | -4.5% | +59.8% | -64.3% | -25.3% |
| 5Y | -33.2% | +104.6% | -137.8% | -54.3% |
| 10Y | +44.3% | +170.6% | -126.2% | -14.5% |
| All | +44.3% | +174.7% | -130.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling