+227.0%
UPS vs GD
+2,216.9%
-1,989.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.5% |
| 7D | -2.9% | -5.3% | +2.4% | -1.0% |
| 30D | -3.5% | -6.4% | +2.9% | -1.2% |
| 3M | -5.7% | +5.7% | -11.4% | -7.8% |
| 6M | -4.4% | -0.9% | -3.4% | -4.5% |
| YTD | +8.0% | +8.2% | -0.1% | +4.2% |
| 1Y | +29.0% | +13.4% | +15.6% | +22.1% |
| 3Y | -27.7% | +68.5% | -96.2% | -41.6% |
| 5Y | -34.3% | +97.2% | -131.5% | -50.2% |
| 10Y | +37.8% | +190.2% | -152.4% | -10.8% |
| All | +227.0% | +2,216.9% | -1,989.9% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling