-4.5%
UPS vs GFS
-19.0%
+14.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | +3.8% | +7.4% | -3.6% | +2.6% |
| 30D | +17.4% | -15.3% | +32.6% | +20.0% |
| 3M | +8.2% | -21.1% | +29.3% | +11.6% |
| 6M | +17.9% | -44.5% | +62.4% | +27.3% |
| YTD | +18.7% | +19.2% | -0.5% | +7.1% |
| 1Y | +24.8% | +27.2% | -2.4% | +10.9% |
| 3Y | -4.5% | -20.1% | +15.6% | -9.1% |
| All | -4.5% | -19.0% | +14.5% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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