-24.3%
UPS vs GEHC
+32.6%
-57.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.4% |
| 7D | +3.8% | +0.8% | +3.0% | +3.6% |
| 30D | +17.4% | +21.3% | -4.0% | +11.0% |
| 3M | +8.2% | +12.6% | -4.4% | +4.5% |
| 6M | +17.9% | +34.3% | -16.3% | +7.5% |
| YTD | +18.7% | +1.4% | +17.3% | +17.6% |
| 1Y | +24.8% | +12.5% | +12.4% | +19.3% |
| 3Y | -4.5% | +19.2% | -23.8% | -13.0% |
| All | -24.3% | +32.6% | -57.0% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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