-33.5%
UPS vs GME
-55.8%
+22.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.5% | -1.5% |
| 7D | -3.7% | +4.8% | -8.5% | -3.9% |
| 30D | -3.7% | +5.9% | -9.6% | -4.0% |
| 3M | -6.6% | -10.7% | +4.2% | -6.1% |
| 6M | +2.6% | -19.8% | +22.4% | +3.5% |
| YTD | +4.8% | -0.9% | +5.7% | +4.7% |
| 1Y | +25.3% | -15.7% | +41.0% | +26.0% |
| 3Y | -26.9% | +12.3% | -39.2% | -33.4% |
| 5Y | -33.5% | -60.1% | +26.6% | -37.6% |
| All | -33.5% | -55.8% | +22.3% | -37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling