+30.6%
UPS vs GH
+80.5%
-49.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.7% | +8.4% | +5.1% |
| 7D | +8.2% | -7.7% | +15.9% | +9.0% |
| 30D | +22.7% | -10.0% | +32.7% | +23.9% |
| 3M | +6.4% | +5.5% | +0.9% | +5.5% |
| 6M | +22.6% | +84.9% | -62.3% | +13.8% |
| YTD | +20.7% | +65.0% | -44.3% | +12.6% |
| 1Y | +30.6% | +71.8% | -41.1% | +21.0% |
| All | +30.6% | +80.5% | -49.9% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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