+227.0%
UPS vs GIS
+330.4%
-103.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.4% |
| 7D | -2.9% | -7.8% | +5.0% | -0.3% |
| 30D | -3.5% | +6.6% | -10.1% | -5.7% |
| 3M | -5.7% | +21.0% | -26.7% | -12.0% |
| 6M | -4.4% | -9.1% | +4.7% | -2.0% |
| YTD | +8.0% | -13.6% | +21.6% | +12.3% |
| 1Y | +29.0% | -18.0% | +47.1% | +36.2% |
| 3Y | -27.7% | -33.7% | +6.0% | -19.0% |
| 5Y | -34.3% | -19.4% | -14.9% | -32.4% |
| 10Y | +37.8% | -21.3% | +59.0% | +38.7% |
| All | +227.0% | +330.4% | -103.4% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling