-32.7%
UPS vs GD
+99.6%
-132.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +2.7% | +1.1% | +2.9% |
| 30D | +17.4% | +8.6% | +8.7% | +13.9% |
| 3M | +8.2% | -7.1% | +15.3% | +10.8% |
| 6M | +17.9% | +7.5% | +10.5% | +14.3% |
| YTD | +18.7% | +9.9% | +8.8% | +13.5% |
| 1Y | +24.8% | +7.6% | +17.3% | +20.3% |
| 3Y | -4.5% | +56.2% | -60.7% | -22.7% |
| All | -32.7% | +99.6% | -132.3% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling