+29.0%
UPS vs GFI
+45.3%
-16.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | -2.9% | +3.1% | -6.0% | -3.1% |
| 30D | -3.5% | +27.1% | -30.6% | -4.8% |
| 3M | -5.7% | +21.2% | -26.9% | -7.2% |
| 6M | -4.4% | -4.5% | +0.1% | -5.6% |
| YTD | +8.0% | +11.7% | -3.7% | +6.8% |
| 1Y | +29.0% | +46.0% | -17.0% | +28.0% |
| All | +29.0% | +45.3% | -16.2% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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