-34.5%
UPS vs GH
+21.3%
-55.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.0% |
| 7D | -3.4% | -1.2% | -2.2% | -3.3% |
| 30D | -2.7% | -3.7% | +0.9% | -2.5% |
| 3M | -1.6% | +21.7% | -23.3% | -3.7% |
| 6M | +2.3% | +75.7% | -73.4% | -3.4% |
| YTD | +5.6% | +55.7% | -50.1% | +0.6% |
| 1Y | +27.1% | +181.1% | -154.1% | +13.9% |
| 3Y | -26.3% | +371.6% | -397.9% | -39.6% |
| 5Y | -34.5% | +23.2% | -57.7% | -44.9% |
| All | -34.5% | +21.3% | -55.8% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling