-26.8%
UPS vs GEHC
+0.3%
-27.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -3.7% | -7.6% | +4.0% | -1.4% |
| 30D | -3.7% | -10.7% | +6.9% | -0.6% |
| 3M | -6.6% | -1.2% | -5.3% | -6.7% |
| 6M | +2.6% | -13.7% | +16.3% | +6.5% |
| YTD | +4.8% | -20.4% | +25.2% | +11.8% |
| 1Y | +25.3% | -17.0% | +42.3% | +31.3% |
| All | -26.8% | +0.3% | -27.1% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling