-32.5%
UPS vs GEHC
+2.1%
-34.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | -2.0% | -7.2% | +5.2% | +0.1% |
| 30D | -2.0% | -11.6% | +9.6% | +1.5% |
| 3M | -6.2% | -0.8% | -5.4% | -6.6% |
| 6M | +2.8% | -11.9% | +14.7% | +5.7% |
| YTD | +5.9% | -21.9% | +27.8% | +13.2% |
| 1Y | +26.2% | -17.8% | +44.1% | +32.3% |
| 3Y | -26.0% | -3.5% | -22.5% | -28.5% |
| All | -32.5% | +2.1% | -34.6% | -33.5% |
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