-34.6%
UPS vs GEN
+22.3%
-56.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.7% | +1.0% | -1.2% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.3% | +2.6% | -5.0% | -2.9% |
| 3M | -5.2% | +15.8% | -21.0% | -8.1% |
| 6M | +1.4% | +33.1% | -31.7% | -4.8% |
| YTD | +6.1% | +11.3% | -5.2% | +3.5% |
| 1Y | +27.0% | +1.7% | +25.3% | +26.4% |
| 3Y | -25.9% | +58.1% | -84.1% | -33.5% |
| 5Y | -34.6% | +20.6% | -55.2% | -40.4% |
| All | -34.6% | +22.3% | -56.9% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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