-32.4%
UPS vs GD
+97.4%
-129.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.1% |
| 7D | +3.5% | -3.9% | +7.4% | +4.8% |
| 30D | +19.3% | +8.1% | +11.2% | +15.9% |
| 3M | +4.7% | -6.8% | +11.5% | +7.1% |
| 6M | +17.0% | +3.0% | +14.0% | +15.0% |
| YTD | +17.3% | +7.8% | +9.5% | +12.9% |
| 1Y | +27.4% | +5.8% | +21.6% | +23.4% |
| 3Y | -7.7% | +55.3% | -63.0% | -25.2% |
| 5Y | -32.4% | +96.7% | -129.1% | -53.4% |
| All | -32.4% | +97.4% | -129.9% | -53.4% |
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