-39.4%
UPS vs GFS
-3.7%
-35.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | -2.9% | +1.0% | -3.9% | -3.1% |
| 30D | -3.5% | -8.6% | +5.1% | -2.2% |
| 3M | -5.7% | -46.5% | +40.8% | +5.0% |
| 6M | -4.4% | -4.8% | +0.5% | -6.6% |
| YTD | +8.0% | +29.7% | -21.6% | -2.0% |
| 1Y | +29.0% | +35.8% | -6.8% | +15.2% |
| 3Y | -27.7% | -18.3% | -9.4% | -30.4% |
| All | -39.4% | -3.7% | -35.7% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling