-26.8%
UPS vs GH
+378.9%
-405.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | -3.7% | -2.6% | -1.1% | -3.6% |
| 3M | -6.6% | +25.1% | -31.7% | -8.1% |
| 6M | +2.6% | +78.5% | -75.9% | -1.7% |
| YTD | +4.8% | +59.4% | -54.6% | +1.0% |
| 1Y | +25.3% | +173.9% | -148.6% | +16.0% |
| All | -26.8% | +378.9% | -405.7% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling