-26.8%
UPS vs GIS
-35.3%
+8.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -3.7% | -8.6% | +4.9% | -1.6% |
| 30D | -3.7% | -0.5% | -3.3% | -3.8% |
| 3M | -6.6% | +11.9% | -18.5% | -9.7% |
| 6M | +2.6% | -11.6% | +14.2% | +5.5% |
| YTD | +4.8% | -16.3% | +21.1% | +9.3% |
| 1Y | +25.3% | -21.8% | +47.0% | +33.0% |
| All | -26.8% | -35.3% | +8.5% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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