-33.2%
UPS vs GEHC
+4.1%
-37.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.6% |
| 7D | -3.7% | -7.6% | +4.0% | -1.5% |
| 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% | +6.3% |
| YTD | +4.8% | -20.4% | +25.2% | +11.4% |
| 1Y | +25.3% | -17.0% | +42.3% | +30.9% |
| 3Y | -26.9% | +0.9% | -27.8% | -30.2% |
| All | -33.2% | +4.1% | -37.3% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling