+24.8%
UPS vs GEHC
+11.9%
+12.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +3.8% | +0.8% | +3.0% | +3.7% |
| 30D | +17.4% | +21.3% | -4.0% | +14.1% |
| 3M | +8.2% | +12.6% | -4.4% | +6.3% |
| 6M | +17.9% | +34.3% | -16.3% | +12.8% |
| YTD | +18.7% | +1.4% | +17.3% | +22.1% |
| 1Y | +24.8% | +12.5% | +12.4% | +25.5% |
| All | +24.8% | +11.9% | +12.9% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling