-26.0%
UPS vs GFI
+287.6%
-313.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.3% |
| 7D | -2.0% | -4.9% | +2.9% | -1.9% |
| 30D | -2.0% | +10.7% | -12.7% | -2.2% |
| 3M | -6.2% | +25.6% | -31.9% | -6.8% |
| 6M | +2.8% | -8.3% | +11.0% | +2.3% |
| YTD | +5.9% | +6.3% | -0.4% | +5.4% |
| 1Y | +26.2% | +22.1% | +4.2% | +25.7% |
| 3Y | -26.0% | +289.2% | -315.2% | -29.2% |
| All | -26.0% | +287.6% | -313.6% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling