+36.0%
UPS vs GME
+271.8%
-235.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | +0.7% |
| 7D | -3.4% | +6.0% | -9.4% | -3.6% |
| 30D | -2.7% | +8.3% | -11.1% | -2.9% |
| 3M | -1.6% | -9.1% | +7.4% | -1.5% |
| 6M | +2.3% | -16.3% | +18.7% | +2.7% |
| YTD | +5.6% | +1.5% | +4.0% | +5.4% |
| 1Y | +27.1% | -16.3% | +43.4% | +27.4% |
| 3Y | -26.3% | +15.1% | -41.4% | -28.8% |
| 5Y | -34.5% | -57.2% | +22.7% | -36.3% |
| All | +36.0% | +271.8% | -235.8% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling