+37.9%
UPS vs GD
+188.9%
-151.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.4% |
| 7D | -2.9% | -5.3% | +2.4% | -0.6% |
| 30D | -3.5% | -6.4% | +2.9% | -0.8% |
| 3M | -5.7% | +5.7% | -11.4% | -8.3% |
| 6M | -4.4% | -0.9% | -3.4% | -4.6% |
| YTD | +8.0% | +8.2% | -0.1% | +3.3% |
| 1Y | +29.0% | +13.4% | +15.6% | +20.4% |
| 3Y | -27.7% | +68.5% | -96.2% | -45.0% |
| 5Y | -34.3% | +97.2% | -131.5% | -54.3% |
| All | +37.9% | +188.9% | -151.0% | -22.1% |
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